-7.7%
TLN vs CRL
+111.4%
-119.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +6.2% |
| 7D | +9.1% | +4.4% | +4.7% | +8.1% |
| 30D | -4.1% | +17.1% | -21.2% | -6.3% |
| 3M | +4.4% | +32.1% | -27.7% | +0.3% |
| 6M | -6.0% | +98.9% | -104.9% | -16.0% |
| YTD | -3.1% | +77.1% | -80.3% | -9.3% |
| All | -7.7% | +111.4% | -119.2% | -13.4% |
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