+30.0%
CL vs TMF
-87.5%
+117.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.2% | -1.4% | -0.7% | -2.1% |
| 30D | -4.8% | -2.8% | -2.0% | -4.7% |
| 3M | +4.9% | -10.9% | +15.8% | +5.5% |
| 6M | -5.7% | -21.3% | +15.6% | -4.6% |
| YTD | +14.4% | -15.9% | +30.3% | +15.4% |
| 1Y | +8.7% | -15.7% | +24.5% | +9.6% |
| 3Y | +30.0% | -43.4% | +73.3% | +32.4% |
| All | +30.0% | -87.5% | +117.6% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling