+86.4%
CL vs TNA
+41.7%
+44.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.3% |
| 7D | -0.8% | -2.1% | +1.4% | -0.7% |
| 30D | +9.5% | +3.1% | +6.4% | +9.1% |
| 3M | +6.8% | -20.2% | +26.9% | +8.2% |
| 6M | +14.3% | -10.0% | +24.3% | +14.4% |
| YTD | +27.0% | +30.3% | -3.3% | +23.2% |
| 1Y | +26.3% | +31.1% | -4.8% | +22.2% |
| 3Y | +39.3% | +149.4% | -110.1% | +22.3% |
| 5Y | +41.5% | -42.5% | +84.0% | +36.8% |
| All | +86.4% | +41.7% | +44.8% | +41.5% |
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