+84.9%
CL vs TNA
+53.9%
+31.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.5% |
| 30D | +11.8% | -0.7% | +12.5% | +11.6% |
| 3M | +5.9% | -21.5% | +27.4% | +7.5% |
| 6M | +13.3% | -11.2% | +24.6% | +13.6% |
| YTD | +27.1% | +27.0% | +0.1% | +23.5% |
| 1Y | +28.0% | +28.0% | 0.0% | +24.1% |
| 3Y | +39.4% | +142.9% | -103.5% | +22.7% |
| 5Y | +40.8% | -42.6% | +83.3% | +36.0% |
| 10Y | +84.9% | +53.3% | +31.6% | +39.8% |
| All | +84.9% | +53.9% | +31.0% | +39.8% |
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