+83.5%
CLF vs TFC
+82.1%
+1.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | -9.1% | +1.7% | -10.8% | -10.3% |
| 30D | -0.9% | +9.0% | -9.9% | -7.8% |
| 3M | +3.0% | -2.1% | +5.1% | +3.7% |
| 6M | +16.7% | +3.4% | +13.3% | +12.1% |
| YTD | -3.2% | +5.3% | -8.4% | -7.7% |
| 1Y | +24.6% | +16.2% | +8.4% | +10.1% |
| 3Y | -22.3% | +94.8% | -117.1% | -53.5% |
| 5Y | -41.2% | -0.7% | -40.5% | -43.8% |
| 10Y | +83.5% | +80.9% | +2.7% | +22.8% |
| All | +83.5% | +82.1% | +1.5% | +22.8% |
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 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