+37.9%
CL vs TLN
+630.2%
-592.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.2% | -1.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | +11.4% | -10.5% | +21.8% | +10.6% |
| 3M | +4.4% | +0.1% | +4.3% | +4.9% |
| 6M | +10.8% | -17.4% | +28.2% | +10.0% |
| YTD | +25.1% | -9.7% | +34.8% | +25.6% |
| 1Y | +28.0% | -12.3% | +40.2% | +28.4% |
| 3Y | +37.6% | +528.3% | -490.7% | +56.5% |
| All | +37.9% | +630.2% | -592.4% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling