+416.5%
TPR vs CLX
-10.2%
+426.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +14.2% | +13.6% | +0.6% | +10.5% |
| 30D | +17.1% | +23.4% | -6.3% | +11.1% |
| 3M | -17.7% | -2.8% | -14.9% | -17.3% |
| 6M | -10.2% | +14.0% | -24.2% | -13.6% |
| YTD | +4.9% | +4.2% | +0.7% | +3.6% |
| 1Y | +36.1% | -1.2% | +37.3% | +35.8% |
| 3Y | +416.5% | -12.7% | +429.1% | +419.8% |
| All | +416.5% | -10.2% | +426.7% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling