+57.3%
CL vs TNA
+74.0%
-16.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | -2.3% | -3.6% | +1.3% | -2.1% |
| 30D | -5.5% | -10.1% | +4.6% | -4.8% |
| 3M | +0.8% | +2.7% | -1.9% | +0.4% |
| 6M | -4.2% | +38.4% | -42.6% | -7.0% |
| YTD | +13.4% | +45.4% | -32.0% | +9.4% |
| 1Y | +7.1% | +55.9% | -48.9% | +2.2% |
| 3Y | +29.0% | +109.8% | -80.8% | +15.5% |
| 5Y | +28.3% | -22.5% | +50.8% | +20.5% |
| 10Y | +57.3% | +87.5% | -30.2% | +18.4% |
| All | +57.3% | +74.0% | -16.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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