+2,277.8%
CLS vs TFC
+318.1%
+1,959.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +5.9% | +7.0% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -38.4% | +9.2% | -47.6% | -41.2% |
| 3M | -29.9% | -2.9% | -27.0% | -29.4% |
| 6M | -40.6% | +3.5% | -44.1% | -42.5% |
| YTD | -24.6% | +5.4% | -30.0% | -27.8% |
| 1Y | -30.8% | +17.3% | -48.1% | -37.0% |
| 3Y | +811.7% | +96.7% | +715.1% | +549.8% |
| 5Y | +1,838.4% | -1.1% | +1,839.5% | +1,729.3% |
| 10Y | +1,751.5% | +84.7% | +1,666.8% | +1,140.2% |
| All | +2,277.8% | +318.1% | +1,959.7% | +732.3% |
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