+74.6%
CLF vs TFC
+79.2%
-4.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -4.1% |
| 7D | +10.4% | +2.3% | +8.1% | +8.5% |
| 30D | +0.6% | +10.8% | -10.3% | -7.6% |
| 3M | +4.1% | -3.8% | +7.9% | +6.3% |
| 6M | +15.1% | +9.6% | +5.5% | +5.8% |
| YTD | -4.7% | +5.8% | -10.5% | -9.6% |
| 1Y | +20.4% | +16.2% | +4.2% | +6.3% |
| 3Y | -23.4% | +96.0% | -119.4% | -54.4% |
| 5Y | -43.3% | +1.7% | -45.0% | -46.8% |
| All | +74.6% | +79.2% | -4.6% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling