+99.7%
CLF vs TFC
+90.2%
+9.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | -19.6% | +1.2% | -20.8% | -20.5% |
| 30D | -5.0% | +8.3% | -13.3% | -11.3% |
| 3M | -6.3% | -5.2% | -1.1% | -3.3% |
| 6M | +2.8% | -0.8% | +3.6% | +1.9% |
| YTD | -13.7% | +3.4% | -17.1% | -16.7% |
| 1Y | +13.6% | +17.0% | -3.4% | -0.3% |
| 3Y | -34.0% | +86.2% | -120.2% | -59.4% |
| 5Y | -48.7% | -2.3% | -46.5% | -50.4% |
| All | +99.7% | +90.2% | +9.5% | +1.0% |
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