+309.0%
CFG vs TNA
+86.1%
+222.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -0.4% | -7.3% | +6.8% | +2.6% |
| 30D | -4.6% | -14.2% | +9.5% | +1.2% |
| 3M | +6.7% | -4.6% | +11.2% | +7.9% |
| 6M | +22.1% | +36.9% | -14.8% | +4.4% |
| YTD | +23.2% | +42.5% | -19.4% | +2.8% |
| 1Y | +40.3% | +45.8% | -5.5% | +14.2% |
| 3Y | +187.9% | +104.7% | +83.2% | +80.7% |
| 5Y | +102.0% | -21.7% | +123.7% | +62.7% |
| All | +309.0% | +86.1% | +222.9% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling