-22.6%
CLX vs TNA
-46.7%
+24.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +30.1% |
| 3M | +4.2% | -26.7% | +30.9% | +6.4% |
| 6M | +22.1% | -12.8% | +34.9% | +22.8% |
| YTD | +14.1% | +22.7% | -8.6% | +11.5% |
| 1Y | +10.3% | +35.7% | -25.3% | +6.9% |
| 3Y | -7.8% | +134.6% | -142.4% | -17.8% |
| All | -22.6% | -46.7% | +24.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling