+2,624.8%
TFC vs CLX
+2,796.8%
-172.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.2% | +7.8% | -9.0% | -3.1% |
| 30D | +7.8% | +28.5% | -20.8% | +0.8% |
| 3M | -3.0% | +1.3% | -4.3% | -3.6% |
| 6M | +5.8% | +23.4% | -17.6% | -0.5% |
| YTD | +5.3% | +11.4% | -6.1% | +1.2% |
| 1Y | +15.7% | +6.9% | +8.8% | +12.3% |
| 3Y | +94.8% | -9.8% | +104.6% | +95.6% |
| 5Y | 0.0% | -22.7% | +22.7% | +2.5% |
| 10Y | +79.0% | +28.7% | +50.3% | +46.1% |
| All | +2,624.8% | +2,796.8% | -172.0% | +1,029.1% |
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 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