-15.1%
TLN vs CRL
+72.1%
-87.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.4% | +3.1% |
| 7D | +10.9% | -0.6% | +11.5% | +10.9% |
| 30D | -6.3% | +5.0% | -11.3% | -6.8% |
| 3M | -10.7% | +50.6% | -61.3% | -16.0% |
| 6M | +1.6% | +60.9% | -59.3% | -6.8% |
| YTD | -13.1% | +40.7% | -53.8% | -17.5% |
| 1Y | -15.1% | +73.3% | -88.4% | -20.1% |
| All | -15.1% | +72.1% | -87.1% | -20.1% |
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