+838.1%
CLS vs TFC
+97.5%
+740.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.0% |
| 7D | +16.3% | +2.3% | +14.0% | +14.9% |
| 30D | -25.7% | +10.8% | -36.5% | -30.1% |
| 3M | -30.9% | -3.8% | -27.1% | -29.8% |
| 6M | -35.5% | +9.6% | -45.1% | -40.3% |
| YTD | -18.7% | +5.8% | -24.5% | -23.8% |
| 1Y | -17.9% | +16.2% | -34.1% | -27.9% |
| 3Y | +838.1% | +96.0% | +742.1% | +457.2% |
| All | +838.1% | +97.5% | +740.6% | +457.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling