-35.3%
CLS vs TFC
+16.9%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +5.9% | +7.7% |
| 7D | -10.6% | +0.3% | -10.9% | -10.5% |
| 30D | -38.4% | +9.2% | -47.6% | -39.1% |
| 3M | -29.9% | -2.9% | -27.0% | -28.9% |
| 6M | -40.6% | +3.5% | -44.1% | -41.3% |
| YTD | -24.6% | +5.4% | -30.0% | -29.6% |
| All | -35.3% | +16.9% | -52.3% | -46.2% |
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