+97.2%
TFC vs CLX
-3.8%
+101.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | -2.3% | -15.8% | +13.5% | -0.8% |
| 3M | +2.5% | -7.9% | +10.4% | +3.2% |
| 6M | +9.5% | -19.0% | +28.5% | +11.3% |
| YTD | +5.1% | -7.9% | +13.0% | +5.6% |
| 1Y | +15.5% | -25.4% | +40.8% | +17.9% |
| 3Y | +95.2% | -35.0% | +130.2% | +100.2% |
| 5Y | +14.5% | -36.8% | +51.2% | +16.4% |
| 10Y | +97.2% | -1.4% | +98.6% | +88.9% |
| All | +97.2% | -3.8% | +101.0% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling