+208.5%
CFG vs TNA
+33.3%
+175.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +3.2% | +3.7% | -0.5% | +1.5% |
| 30D | +5.1% | +4.4% | +0.7% | +2.4% |
| 3M | -11.2% | -26.7% | +15.4% | -0.7% |
| 6M | +9.6% | -12.8% | +22.4% | +12.7% |
| YTD | +15.0% | +22.7% | -7.7% | +0.8% |
| 1Y | +29.9% | +35.7% | -5.8% | +8.6% |
| 3Y | +192.1% | +134.6% | +57.5% | +71.3% |
| 5Y | +62.3% | -46.0% | +108.3% | +53.3% |
| All | +208.5% | +33.3% | +175.2% | +36.4% |
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 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