+40.7%
CL vs TLN
+496.7%
-456.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | -0.4% |
| 7D | +5.9% | -9.4% | +15.3% | +5.1% |
| 30D | +13.8% | -15.2% | +29.0% | +12.4% |
| 3M | +6.4% | -4.1% | +10.5% | +6.4% |
| 6M | +15.6% | -17.8% | +33.5% | +14.6% |
| YTD | +27.9% | -15.6% | +43.5% | +27.6% |
| 1Y | +31.4% | -21.6% | +53.0% | +30.5% |
| All | +40.7% | +496.7% | -456.0% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling