+2,757.7%
CLS vs TPR
+325.8%
+2,431.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -2.3% | +6.9% | +5.4% |
| 30D | -13.9% | -23.0% | +9.1% | -6.6% |
| 3M | -26.6% | -12.5% | -14.1% | -24.4% |
| 6M | +15.4% | -21.4% | +36.8% | +23.5% |
| YTD | +5.7% | -3.5% | +9.2% | +4.3% |
| 1Y | +41.1% | +17.4% | +23.8% | +29.0% |
| 3Y | +1,228.6% | +291.3% | +937.3% | +677.1% |
| 5Y | +3,240.6% | +241.9% | +2,998.7% | +1,887.1% |
| All | +2,757.7% | +325.8% | +2,431.9% | +1,298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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