+732.7%
CLS vs TLN
+538.9%
+193.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -3.8% |
| 7D | -22.2% | -1.3% | -20.9% | -21.4% |
| 30D | -44.4% | -10.5% | -33.9% | -40.2% |
| 3M | -34.3% | +0.1% | -34.4% | -34.4% |
| 6M | -50.1% | -17.4% | -32.7% | -45.1% |
| YTD | -30.1% | -9.7% | -20.4% | -29.5% |
| 1Y | -39.3% | -12.3% | -27.1% | -37.4% |
| 3Y | +732.7% | +528.3% | +204.4% | +246.2% |
| All | +732.7% | +538.9% | +193.8% | +246.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling