+696.9%
CLF vs TFC
+2,596.5%
-1,899.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +2.4% | +5.2% | +6.3% |
| 30D | -1.2% | -1.3% | +0.1% | -0.4% |
| 3M | -13.4% | +6.1% | -19.4% | -16.2% |
| 6M | +15.4% | +7.3% | +8.1% | +11.2% |
| YTD | -5.9% | +8.2% | -14.1% | -9.4% |
| 1Y | +18.8% | +14.4% | +4.4% | +10.9% |
| 3Y | -19.4% | +93.7% | -113.1% | -42.5% |
| 5Y | -47.7% | +16.4% | -64.1% | -52.7% |
| 10Y | +130.4% | +101.6% | +28.8% | +64.8% |
| All | +696.9% | +2,596.5% | -1,899.6% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling