+1,284.2%
CLS vs TNA
+105.9%
+1,178.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +3.2% |
| 7D | +20.1% | -3.6% | +23.7% | +22.3% |
| 30D | +6.0% | -10.1% | +16.1% | +11.8% |
| 3M | -10.3% | +2.7% | -13.0% | -11.1% |
| 6M | +24.5% | +38.4% | -13.9% | +6.8% |
| YTD | +12.9% | +45.4% | -32.6% | -6.7% |
| 1Y | +36.7% | +55.9% | -19.3% | +8.9% |
| All | +1,284.2% | +105.9% | +1,178.3% | +843.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling