-47.8%
CLF vs TFC
+16.2%
-64.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | +2.4% | +5.2% | +5.9% |
| 30D | -1.2% | -1.3% | +0.1% | -0.3% |
| 3M | -13.4% | +6.1% | -19.4% | -17.1% |
| 6M | +15.4% | +7.3% | +8.1% | +9.7% |
| YTD | -5.9% | +8.2% | -14.1% | -10.6% |
| 1Y | +18.8% | +14.4% | +4.4% | +8.4% |
| 3Y | -19.4% | +93.7% | -113.1% | -46.1% |
| All | -47.8% | +16.2% | -64.0% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling