+0.8%
TFC vs CLX
-20.8%
+21.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.0% |
| 7D | +2.3% | +9.5% | -7.2% | +0.5% |
| 30D | +10.8% | +30.7% | -19.9% | +5.3% |
| 3M | -3.8% | +4.2% | -8.0% | -4.8% |
| 6M | +9.6% | +22.1% | -12.5% | +5.1% |
| YTD | +5.8% | +14.1% | -8.3% | +2.4% |
| 1Y | +16.2% | +10.3% | +5.9% | +13.0% |
| 3Y | +96.0% | -7.8% | +103.8% | +95.7% |
| All | +0.8% | -20.8% | +21.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling