+28.8%
CLF vs TFC
+15.8%
+13.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.3% | -1.2% | +3.5% | +3.3% |
| 30D | +1.9% | +7.8% | -5.8% | -3.5% |
| 3M | +5.9% | -3.0% | +8.8% | +9.0% |
| 6M | +16.9% | +5.8% | +11.1% | +9.6% |
| YTD | -1.1% | +5.3% | -6.3% | -0.1% |
| 1Y | +28.8% | +15.7% | +13.1% | +22.2% |
| All | +28.8% | +15.8% | +13.0% | +22.2% |
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