+20.2%
CLF vs TMF
-23.9%
+44.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.5% | -11.6% | -9.5% |
| 7D | -7.9% | +4.0% | -11.9% | -8.4% |
| 30D | +5.2% | +19.5% | -14.2% | +0.1% |
| 3M | +4.3% | -3.5% | +7.8% | +6.5% |
| 6M | +25.3% | -10.6% | +35.9% | +30.9% |
| YTD | -3.3% | -17.1% | +13.8% | -0.3% |
| 1Y | +20.2% | -24.3% | +44.5% | +30.1% |
| All | +20.2% | -23.9% | +44.1% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling