+60.4%
CFG vs TNA
-46.7%
+107.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +3.2% | +3.7% | -0.5% | +1.7% |
| 30D | +5.1% | +4.4% | +0.7% | +2.8% |
| 3M | -11.2% | -26.7% | +15.4% | -2.1% |
| 6M | +9.6% | -12.8% | +22.4% | +12.4% |
| YTD | +15.0% | +22.7% | -7.7% | +2.8% |
| 1Y | +29.9% | +35.7% | -5.8% | +11.4% |
| 3Y | +192.1% | +134.6% | +57.5% | +87.2% |
| All | +60.4% | -46.7% | +107.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling