+26.0%
CL vs TLN
+583.6%
-557.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -1.2% |
| 7D | -2.2% | +7.1% | -9.2% | -1.6% |
| 30D | -4.8% | -3.9% | -0.9% | -5.0% |
| 3M | +4.9% | -16.2% | +21.1% | +3.8% |
| 6M | -5.7% | -5.8% | +0.1% | -5.6% |
| YTD | +14.4% | -15.4% | +29.8% | +13.9% |
| 1Y | +8.7% | -16.7% | +25.4% | +8.4% |
| 3Y | +30.0% | +473.8% | -443.8% | +46.4% |
| All | +26.0% | +583.6% | -557.5% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling