+96.7%
TFC vs CLBK
+55.4%
+41.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | -2.5% | +7.8% | -10.3% | -6.4% |
| 3M | +4.5% | +23.9% | -19.3% | -7.3% |
| 6M | +11.0% | +42.3% | -31.3% | -8.9% |
| YTD | +5.9% | +65.4% | -59.5% | -20.3% |
| 1Y | +14.6% | +70.3% | -55.8% | -15.7% |
| 3Y | +96.7% | +54.5% | +42.3% | +46.8% |
| All | +96.7% | +55.4% | +41.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling