+2,700.2%
TFC vs CLX
+2,386.6%
+313.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.4% | -9.2% | +11.7% | +5.0% |
| 30D | -1.3% | -11.0% | +9.7% | +1.7% |
| 3M | +6.1% | +5.0% | +1.0% | +4.4% |
| 6M | +7.3% | -18.8% | +26.2% | +12.6% |
| YTD | +8.2% | -4.4% | +12.6% | +8.5% |
| 1Y | +14.4% | -21.9% | +36.3% | +20.8% |
| 3Y | +93.7% | -32.8% | +126.5% | +110.4% |
| 5Y | +16.4% | -34.6% | +51.0% | +24.7% |
| 10Y | +101.6% | -4.7% | +106.3% | +80.0% |
| All | +2,700.2% | +2,386.6% | +313.6% | +1,110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling