+27.7%
CL vs TNA
+30.1%
-2.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.1% |
| 7D | -0.8% | -2.1% | +1.4% | -0.8% |
| 30D | +9.5% | +3.1% | +6.4% | +9.6% |
| 3M | +6.8% | -20.2% | +26.9% | +6.5% |
| 6M | +14.3% | -10.0% | +24.3% | +14.0% |
| YTD | +27.0% | +30.3% | -3.3% | +26.0% |
| All | +27.7% | +30.1% | -2.4% | +26.2% |
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