+42.3%
CL vs TLN
+710.8%
-668.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +1.6% |
| 7D | +3.2% | +11.0% | -7.8% | +4.2% |
| 30D | +8.0% | +4.9% | +3.1% | +8.8% |
| 3M | +7.9% | +4.9% | +3.0% | +8.8% |
| 6M | +14.7% | +7.1% | +7.6% | +16.3% |
| YTD | +29.2% | +0.3% | +28.8% | +30.9% |
| 1Y | +29.5% | +5.9% | +23.6% | +32.0% |
| 3Y | +40.7% | +578.5% | -537.8% | +61.0% |
| All | +42.3% | +710.8% | -668.5% | +65.2% |
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 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