+38.5%
TNA vs CLBK
+65.7%
-27.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.7% |
| 7D | +2.4% | +4.6% | -2.2% | -1.3% |
| 30D | -0.9% | -1.5% | +0.6% | +0.3% |
| 3M | -19.2% | +4.4% | -23.6% | -22.4% |
| 6M | -0.8% | +31.7% | -32.5% | -24.6% |
| YTD | +33.2% | +58.7% | -25.5% | -15.7% |
| 1Y | +38.5% | +64.9% | -26.3% | -19.1% |
| All | +38.5% | +65.7% | -27.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling