-26.2%
CLX vs TNA
+52.8%
-79.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -5.7% | -7.3% | +1.6% | -5.2% |
| 30D | -17.0% | -14.2% | -2.8% | -16.2% |
| 3M | -9.7% | -4.6% | -5.1% | -9.4% |
| 6M | -19.8% | +36.9% | -56.8% | -22.1% |
| YTD | -9.8% | +42.5% | -52.4% | -12.6% |
| 1Y | -26.2% | +45.8% | -71.9% | -28.9% |
| All | -26.2% | +52.8% | -79.0% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling