+32.1%
CL vs TLN
-17.6%
+49.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.5% | +11.8% | +2.4% |
| 7D | +7.7% | -6.0% | +13.7% | +7.1% |
| 30D | +15.2% | -1.5% | +16.8% | +15.1% |
| 3M | +7.3% | -3.9% | +11.2% | +7.2% |
| 6M | +17.0% | -15.0% | +32.1% | +16.0% |
| YTD | +28.0% | -12.8% | +40.8% | +27.6% |
| 1Y | +32.1% | -17.3% | +49.4% | +31.7% |
| All | +32.1% | -17.6% | +49.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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