+20.2%
CLF vs TFC
+20.8%
-0.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.0% | -12.1% | -11.0% |
| 7D | -7.9% | +5.1% | -13.0% | -10.9% |
| 30D | +5.2% | +9.8% | -4.6% | -1.9% |
| 3M | +4.3% | -2.4% | +6.7% | +7.0% |
| 6M | +25.3% | +4.9% | +20.3% | +19.0% |
| YTD | -3.3% | +6.6% | -9.9% | -3.8% |
| 1Y | +20.2% | +21.3% | -1.1% | +7.8% |
| All | +20.2% | +20.8% | -0.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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