+25.5%
CL vs TLN
+602.5%
-577.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.2% |
| 7D | -1.4% | +10.9% | -12.3% | -0.5% |
| 30D | -5.2% | -6.3% | +1.1% | -5.6% |
| 3M | +3.3% | -10.7% | +14.0% | +2.7% |
| 6M | -4.4% | +1.6% | -6.0% | -3.7% |
| YTD | +13.9% | -13.1% | +27.0% | +13.7% |
| 1Y | +7.6% | -15.1% | +22.7% | +7.5% |
| 3Y | +29.6% | +495.0% | -465.4% | +46.5% |
| All | +25.5% | +602.5% | -577.0% | +43.5% |
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