+9.6%
TFC vs CLBK
+29.9%
-20.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | +10.8% | +3.4% | +7.4% | +9.3% |
| 3M | -3.8% | -4.3% | +0.5% | -2.1% |
| 6M | +9.6% | +28.4% | -18.8% | -5.6% |
| All | +9.6% | +29.9% | -20.3% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling