+38.8%
CFG vs TNA
+70.0%
-31.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -3.8% | -4.9% | +1.1% | -2.5% |
| 3M | +11.5% | +0.4% | +11.1% | +10.5% |
| 6M | +19.2% | +32.5% | -13.3% | +6.7% |
| YTD | +23.7% | +53.7% | -30.0% | +5.8% |
| 1Y | +38.8% | +65.1% | -26.3% | +17.4% |
| All | +38.8% | +70.0% | -31.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling