-26.8%
CLS vs TLN
-1.4%
-25.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.9% | +3.6% | +5.7% |
| 7D | +2.8% | +15.9% | -13.1% | -5.2% |
| 30D | -30.1% | -0.3% | -29.8% | -29.7% |
| 3M | -21.7% | +5.8% | -27.6% | -24.0% |
| 6M | -36.2% | -1.2% | -35.0% | -36.7% |
| YTD | -17.8% | +1.0% | -18.9% | -24.4% |
| 1Y | -26.8% | +1.1% | -27.9% | -31.2% |
| All | -26.8% | -1.4% | -25.4% | -31.2% |
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