+28.1%
CL vs TNA
-21.0%
+49.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -1.4% | +4.1% | -5.4% | -1.5% |
| 30D | -5.2% | -7.6% | +2.4% | -5.0% |
| 3M | +3.3% | +8.1% | -4.8% | +2.9% |
| 6M | -4.4% | +49.0% | -53.4% | -5.9% |
| YTD | +13.9% | +51.7% | -37.8% | +11.8% |
| 1Y | +7.6% | +59.6% | -52.0% | +5.2% |
| 3Y | +29.6% | +118.9% | -89.3% | +21.7% |
| 5Y | +28.1% | -19.2% | +47.2% | +20.8% |
| All | +28.1% | -21.0% | +49.1% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling