+581.7%
TLN vs CLBK
+56.7%
+525.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +7.1% | +1.2% | +5.8% | +6.9% |
| 30D | -3.9% | +9.1% | -13.0% | -5.1% |
| 3M | -16.2% | +27.7% | -43.8% | -19.3% |
| 6M | -5.8% | +40.8% | -46.6% | -10.7% |
| YTD | -15.4% | +66.4% | -81.8% | -22.0% |
| 1Y | -16.7% | +72.4% | -89.1% | -23.7% |
| 3Y | +473.8% | +50.7% | +423.1% | +427.2% |
| All | +581.7% | +56.7% | +525.0% | +525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling