+3,231.7%
CLS vs TFC
+329.1%
+2,902.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | +2.4% | +2.2% | +3.4% |
| 30D | -13.9% | -1.3% | -12.6% | -13.4% |
| 3M | -26.6% | +6.1% | -32.6% | -29.1% |
| 6M | +15.4% | +7.3% | +8.1% | +10.9% |
| YTD | +5.7% | +8.2% | -2.5% | +0.6% |
| 1Y | +41.1% | +14.4% | +26.7% | +30.0% |
| 3Y | +1,228.6% | +93.7% | +1,134.9% | +855.8% |
| 5Y | +3,240.6% | +16.4% | +3,224.2% | +2,842.6% |
| 10Y | +2,760.3% | +101.6% | +2,658.8% | +1,750.6% |
| All | +3,231.7% | +329.1% | +2,902.7% | +1,060.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling