+89.6%
CL vs TMF
-82.1%
+171.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | +3.2% | -9.3% | +12.5% | +3.2% |
| 30D | +8.0% | +1.9% | +6.1% | +8.1% |
| 3M | +7.9% | -11.2% | +19.1% | +7.9% |
| 6M | +14.7% | -17.7% | +32.4% | +14.7% |
| YTD | +29.2% | -24.5% | +53.6% | +29.1% |
| 1Y | +29.5% | -29.4% | +59.0% | +29.5% |
| 3Y | +40.7% | -33.4% | +74.1% | +41.0% |
| 5Y | +43.9% | -88.7% | +132.6% | +33.4% |
| All | +89.6% | -82.1% | +171.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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