-7.8%
CLX vs TNA
+138.6%
-146.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +9.5% | +3.7% | +5.8% | +9.2% |
| 30D | +30.7% | +4.4% | +26.3% | +30.2% |
| 3M | +4.2% | -26.7% | +30.9% | +6.0% |
| 6M | +22.1% | -12.8% | +34.9% | +22.7% |
| YTD | +14.1% | +22.7% | -8.6% | +12.1% |
| 1Y | +10.3% | +35.7% | -25.3% | +7.8% |
| 3Y | -7.8% | +134.6% | -142.4% | -15.5% |
| All | -7.8% | +138.6% | -146.4% | -15.5% |
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