+15.5%
TFC vs CLX
-25.2%
+40.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.3% |
| 30D | -2.3% | -15.8% | +13.5% | +0.9% |
| 3M | +2.5% | -7.9% | +10.4% | +3.8% |
| 6M | +9.5% | -19.0% | +28.5% | +13.5% |
| YTD | +5.1% | -7.9% | +13.0% | +5.2% |
| 1Y | +15.5% | -25.4% | +40.8% | +21.6% |
| All | +15.5% | -25.2% | +40.6% | +21.6% |
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