+587.5%
TLN vs CLBK
+53.8%
+533.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +5.8% | -1.5% | +7.3% | +6.1% |
| 30D | -6.9% | +6.7% | -13.5% | -7.7% |
| 3M | -10.9% | +21.2% | -32.0% | -13.5% |
| 6M | -4.6% | +42.0% | -46.6% | -9.7% |
| YTD | -14.7% | +63.3% | -78.0% | -21.1% |
| 1Y | -17.9% | +65.4% | -83.3% | -24.4% |
| 3Y | +483.9% | +52.5% | +431.4% | +435.9% |
| All | +587.5% | +53.8% | +533.7% | +532.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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