+84.9%
CL vs TMF
-82.2%
+167.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.2% |
| 7D | +2.6% | -1.1% | +3.6% | +2.6% |
| 30D | +11.8% | +11.8% | -0.1% | +11.8% |
| 3M | +5.9% | -4.0% | +9.9% | +5.9% |
| 6M | +13.3% | -16.5% | +29.9% | +13.3% |
| YTD | +27.1% | -19.9% | +47.0% | +27.1% |
| 1Y | +28.0% | -25.6% | +53.6% | +27.9% |
| 3Y | +39.4% | -29.9% | +69.3% | +39.7% |
| 5Y | +40.8% | -88.2% | +129.0% | +30.4% |
| 10Y | +84.9% | -81.7% | +166.6% | +66.4% |
| All | +84.9% | -82.2% | +167.1% | +66.4% |
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