+21.3%
TFC vs CLX
-6.5%
+27.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.8% | +1.8% |
| 7D | +5.1% | +14.2% | -9.1% | +2.3% |
| 30D | +9.8% | +22.7% | -12.9% | +5.4% |
| 3M | -2.4% | -2.8% | +0.3% | -2.4% |
| 6M | +4.9% | +17.7% | -12.8% | +1.3% |
| YTD | +6.6% | +3.3% | +3.2% | +4.8% |
| 1Y | +21.3% | -5.6% | +26.9% | +22.1% |
| All | +21.3% | -6.5% | +27.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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