+2,029.3%
CLS vs TFC
+77.1%
+1,952.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | +8.6% | -37.6% | -32.2% |
| 3M | -25.2% | -4.3% | -20.8% | -24.1% |
| 6M | -32.1% | +5.4% | -37.5% | -35.1% |
| YTD | -14.1% | +4.5% | -18.6% | -17.9% |
| 1Y | -24.1% | +14.0% | -38.1% | -30.7% |
| 3Y | +897.0% | +93.4% | +803.6% | +589.8% |
| 5Y | +2,089.9% | +0.5% | +2,089.4% | +1,953.1% |
| All | +2,029.3% | +77.1% | +1,952.3% | +1,428.4% |
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