-15.9%
CLF vs TLN
+710.8%
-726.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.4% |
| 7D | +10.4% | +11.0% | -0.7% | +7.2% |
| 30D | +0.6% | +4.9% | -4.4% | -0.8% |
| 3M | +4.1% | +4.9% | -0.8% | +2.1% |
| 6M | +15.1% | +7.1% | +8.0% | +11.5% |
| YTD | -4.7% | +0.3% | -5.1% | -7.4% |
| 1Y | +20.4% | +5.9% | +14.5% | +15.2% |
| 3Y | -23.4% | +578.5% | -601.9% | -55.3% |
| All | -15.9% | +710.8% | -726.8% | -50.8% |
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 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