-18.5%
CLF vs TLN
+683.0%
-701.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.2% | -0.3% | +5.0% |
| 7D | -14.1% | +9.1% | -23.1% | -16.0% |
| 30D | -5.5% | -4.1% | -1.5% | -4.5% |
| 3M | 0.0% | +4.4% | -4.4% | -1.8% |
| 6M | +11.3% | -6.0% | +17.3% | +11.5% |
| YTD | -7.7% | -3.1% | -4.6% | -9.4% |
| 1Y | +17.5% | -6.1% | +23.6% | +16.1% |
| 3Y | -25.4% | +575.3% | -600.8% | -56.6% |
| All | -18.5% | +683.0% | -701.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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