-29.6%
CLS vs TFC
+20.8%
-50.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.0% | -12.0% | -9.1% |
| 7D | -21.1% | +5.1% | -26.2% | -21.3% |
| 30D | -38.2% | +9.8% | -48.0% | -38.8% |
| 3M | -36.3% | -2.4% | -33.9% | -35.3% |
| 6M | -43.8% | +4.9% | -48.7% | -44.4% |
| YTD | -20.0% | +6.6% | -26.6% | -25.2% |
| 1Y | -29.6% | +21.3% | -50.9% | -42.9% |
| All | -29.6% | +20.8% | -50.4% | -42.9% |
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 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