+15.7%
TFC vs CLBK
+62.9%
-47.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.2% | +2.2% | -3.4% | -2.1% |
| 30D | +7.8% | +5.0% | +2.8% | +5.6% |
| 3M | -3.0% | +3.3% | -6.2% | -4.3% |
| 6M | +5.8% | +29.6% | -23.8% | -6.5% |
| YTD | +5.3% | +62.1% | -56.8% | -14.6% |
| 1Y | +15.7% | +64.3% | -48.7% | -7.5% |
| All | +15.7% | +62.9% | -47.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling