+329.2%
CL vs TNA
+1,004.3%
-675.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.8% | -4.9% | +0.1% | -4.4% |
| 3M | +4.9% | +0.4% | +4.5% | +4.4% |
| 6M | -5.7% | +32.5% | -38.3% | -9.0% |
| YTD | +14.4% | +53.7% | -39.3% | +8.5% |
| 1Y | +8.7% | +65.1% | -56.4% | +1.8% |
| 3Y | +30.0% | +98.4% | -68.5% | +13.8% |
| 5Y | +28.4% | -22.5% | +50.8% | +18.0% |
| 10Y | +50.1% | +82.5% | -32.4% | +7.2% |
| All | +329.2% | +1,004.3% | -675.2% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling