+35.6%
TFC vs CLBK
+65.5%
-29.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.4% | -1.5% | -1.0% | -1.4% |
| 30D | -3.4% | -1.0% | -2.3% | -2.7% |
| 3M | +0.4% | +22.9% | -22.5% | -14.0% |
| 6M | +12.7% | +44.2% | -31.5% | -14.2% |
| YTD | +5.6% | +64.0% | -58.4% | -27.3% |
| 1Y | +16.0% | +65.7% | -49.7% | -21.4% |
| 3Y | +94.0% | +54.1% | +39.9% | +32.2% |
| 5Y | +16.2% | +44.7% | -28.5% | -24.2% |
| All | +35.6% | +65.5% | -29.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling