+49.3%
CL vs TMF
-86.8%
+136.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.2% | -1.4% | -0.7% | -2.2% |
| 30D | -4.8% | -2.8% | -2.0% | -4.8% |
| 3M | +4.9% | -10.9% | +15.8% | +4.9% |
| 6M | -5.7% | -21.3% | +15.6% | -5.7% |
| YTD | +14.4% | -15.9% | +30.3% | +14.4% |
| 1Y | +8.7% | -15.7% | +24.5% | +8.8% |
| 3Y | +30.0% | -43.4% | +73.3% | +29.7% |
| 5Y | +28.4% | -87.8% | +116.1% | +20.4% |
| All | +49.3% | -86.8% | +136.1% | +43.2% |
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