+97.0%
CFG vs TNA
-22.1%
+119.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | +0.6% |
| 7D | -0.6% | -3.6% | +3.0% | +0.7% |
| 30D | -4.5% | -10.1% | +5.5% | -1.1% |
| 3M | +6.3% | +2.7% | +3.6% | +4.6% |
| 6M | +20.6% | +38.4% | -17.8% | +4.9% |
| YTD | +21.2% | +45.4% | -24.2% | +3.1% |
| 1Y | +38.2% | +55.9% | -17.8% | +13.0% |
| 3Y | +185.9% | +109.8% | +76.1% | +91.4% |
| 5Y | +97.0% | -22.5% | +119.5% | +61.5% |
| All | +97.0% | -22.1% | +119.1% | +61.5% |
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 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