+407.2%
CL vs TMF
-69.1%
+476.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | 0.0% |
| 7D | +5.9% | +2.7% | +3.2% | +6.0% |
| 30D | +13.8% | +19.3% | -5.6% | +14.6% |
| 3M | +6.4% | -3.7% | +10.1% | +6.2% |
| 6M | +15.6% | -11.3% | +26.9% | +15.1% |
| YTD | +27.9% | -16.6% | +44.5% | +27.0% |
| 1Y | +31.4% | -21.1% | +52.5% | +30.2% |
| 3Y | +41.4% | -26.8% | +68.2% | +40.7% |
| 5Y | +42.8% | -88.0% | +130.8% | +26.8% |
| 10Y | +79.7% | -84.7% | +164.4% | +67.2% |
| All | +407.2% | -69.1% | +476.3% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling