+680.9%
TLN vs CRL
+77.2%
+603.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +6.5% |
| 7D | +9.1% | +4.4% | +4.7% | +8.4% |
| 30D | -4.1% | +17.1% | -21.2% | -6.2% |
| 3M | +4.4% | +32.1% | -27.7% | +0.4% |
| 6M | -6.0% | +98.9% | -104.9% | -15.3% |
| YTD | -3.1% | +77.1% | -80.3% | -11.6% |
| 1Y | -6.1% | +110.3% | -116.3% | -16.4% |
| 3Y | +575.3% | +108.5% | +466.8% | +493.6% |
| All | +680.9% | +77.2% | +603.7% | +598.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling