+41.1%
CLS vs TLN
-17.2%
+58.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | -1.2% |
| 7D | +4.6% | +7.1% | -2.5% | +0.7% |
| 30D | -13.9% | -3.9% | -10.0% | -12.4% |
| 3M | -26.6% | -16.2% | -10.4% | -20.4% |
| 6M | +15.4% | -5.8% | +21.2% | +15.5% |
| YTD | +5.7% | -15.4% | +21.1% | +8.2% |
| 1Y | +41.1% | -16.7% | +57.8% | +42.9% |
| All | +41.1% | -17.2% | +58.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling