-17.3%
TLN vs CRL
+85.3%
-102.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -7.3% | -1.3% | -7.3% |
| 7D | -6.0% | -12.8% | +6.7% | -4.0% |
| 30D | -1.5% | +5.0% | -6.5% | -1.7% |
| 3M | -3.9% | +39.4% | -43.3% | -7.2% |
| 6M | -15.0% | +89.4% | -104.4% | -22.5% |
| YTD | -12.8% | +63.6% | -76.4% | -17.0% |
| 1Y | -17.3% | +83.5% | -100.8% | -19.8% |
| All | -17.3% | +85.3% | -102.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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