+168.9%
CFG vs TLN
+733.8%
-564.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +1.6% | +22.3% | -20.7% | -0.6% |
| 30D | +3.3% | +1.2% | +2.1% | +2.9% |
| 3M | -11.5% | +5.9% | -17.5% | -12.6% |
| 6M | +6.2% | +3.2% | +3.0% | +4.6% |
| YTD | +14.3% | +3.2% | +11.1% | +11.8% |
| 1Y | +26.7% | +5.2% | +21.5% | +23.4% |
| 3Y | +187.8% | +606.3% | -418.5% | +120.2% |
| All | +168.9% | +733.8% | -564.9% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling