+40.0%
CL vs TLN
+678.8%
-638.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.8% |
| 30D | +11.8% | -4.6% | +16.4% | +11.6% |
| 3M | +5.9% | +5.2% | +0.7% | +6.8% |
| 6M | +13.3% | -6.5% | +19.8% | +13.7% |
| YTD | +27.1% | -3.6% | +30.8% | +28.3% |
| 1Y | +28.0% | -8.2% | +36.2% | +29.0% |
| 3Y | +39.4% | +559.7% | -520.3% | +59.1% |
| All | +40.0% | +678.8% | -638.8% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling