-12.7%
CLF vs TLN
+716.6%
-729.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.8% |
| 7D | +2.3% | +15.9% | -13.6% | -1.7% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | +5.9% | +5.8% | +0.1% | +3.6% |
| 6M | +16.9% | -1.2% | +18.1% | +15.6% |
| YTD | -1.1% | +1.0% | -2.1% | -4.0% |
| 1Y | +28.8% | +1.1% | +27.7% | +24.8% |
| 3Y | -20.6% | +591.7% | -612.3% | -54.0% |
| All | -12.7% | +716.6% | -729.3% | -49.0% |
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