+187.9%
CFG vs TLN
+602.5%
-414.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | +2.7% | +10.9% | -8.2% | +1.4% |
| 30D | -3.7% | -6.3% | +2.6% | -3.0% |
| 3M | +9.5% | -10.7% | +20.2% | +10.2% |
| 6M | +22.2% | +1.6% | +20.6% | +20.4% |
| YTD | +22.3% | -13.1% | +35.4% | +22.6% |
| 1Y | +39.4% | -15.1% | +54.5% | +39.7% |
| 3Y | +188.5% | +495.0% | -306.5% | +126.4% |
| All | +187.9% | +602.5% | -414.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling