+732.7%
CLS vs TFC
+82.8%
+649.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -22.2% | +1.2% | -23.4% | -22.8% |
| 30D | -44.4% | +8.3% | -52.7% | -47.1% |
| 3M | -34.3% | -5.2% | -29.1% | -32.8% |
| 6M | -50.1% | -0.8% | -49.3% | -50.7% |
| YTD | -30.1% | +3.4% | -33.5% | -33.7% |
| 1Y | -39.3% | +17.0% | -56.4% | -47.2% |
| 3Y | +732.7% | +86.2% | +646.5% | +419.4% |
| All | +732.7% | +82.8% | +649.9% | +419.4% |
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 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