-23.9%
CLF vs TLN
+630.2%
-654.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | -0.3% |
| 7D | -19.6% | -1.3% | -18.3% | -19.3% |
| 30D | -5.0% | -10.5% | +5.5% | -2.1% |
| 3M | -6.3% | +0.1% | -6.4% | -6.9% |
| 6M | +2.8% | -17.4% | +20.2% | +6.7% |
| YTD | -13.7% | -9.7% | -4.0% | -13.6% |
| 1Y | +13.6% | -12.3% | +25.8% | +14.3% |
| 3Y | -34.0% | +528.3% | -562.3% | -60.8% |
| All | -23.9% | +630.2% | -654.1% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling