+2,415.0%
CLS vs TLN
+602.5%
+1,812.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +4.0% |
| 7D | +12.8% | +10.9% | +1.9% | +5.9% |
| 30D | +3.8% | -6.3% | +10.1% | +7.7% |
| 3M | -14.6% | -10.7% | -3.9% | -10.7% |
| 6M | +32.2% | +1.6% | +30.6% | +26.8% |
| YTD | +11.6% | -13.1% | +24.7% | +15.1% |
| 1Y | +35.1% | -15.1% | +50.1% | +41.8% |
| 3Y | +1,312.5% | +495.0% | +817.5% | +410.4% |
| All | +2,415.0% | +602.5% | +1,812.5% | +779.5% |
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