+7.1%
CL vs TNA
+53.7%
-46.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.5% |
| 7D | -2.3% | -3.6% | +1.3% | -2.4% |
| 30D | -5.5% | -10.1% | +4.6% | -5.7% |
| 3M | +0.8% | +2.7% | -1.9% | +0.9% |
| 6M | -4.2% | +38.4% | -42.6% | -3.8% |
| YTD | +13.4% | +45.4% | -32.0% | +14.2% |
| 1Y | +7.1% | +55.9% | -48.9% | +7.8% |
| All | +7.1% | +53.7% | -46.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling