+191.1%
CFG vs TLN
+583.6%
-392.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.5% |
| 7D | +1.5% | +7.1% | -5.5% | +0.7% |
| 30D | -3.8% | -3.9% | +0.1% | -3.5% |
| 3M | +11.5% | -16.2% | +27.6% | +13.2% |
| 6M | +19.2% | -5.8% | +25.0% | +18.6% |
| YTD | +23.7% | -15.4% | +39.1% | +24.4% |
| 1Y | +38.8% | -16.7% | +55.5% | +39.4% |
| 3Y | +178.9% | +473.8% | -294.9% | +119.5% |
| All | +191.1% | +583.6% | -392.4% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling