-14.6%
CLF vs TLN
+678.8%
-693.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | -9.1% | +1.1% | -10.1% | -9.2% |
| 30D | -0.9% | -4.6% | +3.7% | +0.3% |
| 3M | +3.0% | +5.2% | -2.3% | +0.9% |
| 6M | +16.7% | -6.5% | +23.2% | +17.2% |
| YTD | -3.2% | -3.6% | +0.5% | -4.8% |
| 1Y | +24.6% | -8.2% | +32.9% | +23.9% |
| 3Y | -22.3% | +559.7% | -582.0% | -54.4% |
| All | -14.6% | +678.8% | -693.4% | -49.4% |
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