+39.8%
CL vs TLN
+683.0%
-643.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.8% | +2.1% |
| 7D | +0.5% | +9.1% | -8.5% | +1.4% |
| 30D | +11.6% | -4.1% | +15.7% | +11.5% |
| 3M | +5.6% | +4.4% | +1.2% | +6.5% |
| 6M | +13.2% | -6.0% | +19.2% | +13.5% |
| YTD | +26.9% | -3.1% | +30.0% | +28.2% |
| 1Y | +27.3% | -6.1% | +33.4% | +28.5% |
| 3Y | +39.7% | +575.3% | -535.6% | +60.0% |
| All | +39.8% | +683.0% | -643.2% | +61.8% |
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