+2,953.7%
CLS vs TNA
+84.1%
+2,869.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.3% |
| 7D | +5.0% | -7.6% | +12.6% | +8.1% |
| 30D | +4.8% | -13.6% | +18.4% | +10.8% |
| 3M | -10.4% | +2.8% | -13.2% | -11.0% |
| 6M | +20.8% | +34.5% | -13.7% | +8.6% |
| YTD | +10.0% | +41.0% | -31.0% | -3.7% |
| 1Y | +28.5% | +52.0% | -23.5% | +9.3% |
| 3Y | +1,292.2% | +103.5% | +1,188.7% | +895.4% |
| 5Y | +3,616.8% | -22.5% | +3,639.3% | +3,190.6% |
| All | +2,953.7% | +84.1% | +2,869.6% | +1,595.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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