+1,731.9%
CLS vs TLN
+710.8%
+1,021.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -3.7% |
| 7D | +16.3% | +11.0% | +5.3% | +9.4% |
| 30D | -25.7% | +4.9% | -30.6% | -27.3% |
| 3M | -30.9% | +4.9% | -35.8% | -32.8% |
| 6M | -35.5% | +7.1% | -42.6% | -39.4% |
| YTD | -18.7% | +0.3% | -19.0% | -22.9% |
| 1Y | -17.9% | +5.9% | -23.8% | -24.7% |
| 3Y | +838.1% | +578.5% | +259.6% | +214.0% |
| All | +1,731.9% | +710.8% | +1,021.1% | +488.9% |
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 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