+99.7%
CLF vs TMF
-84.4%
+184.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -19.6% | +1.2% | -20.8% | -19.4% |
| 30D | -5.0% | +19.7% | -24.7% | -1.8% |
| 3M | -6.3% | -2.1% | -4.2% | -6.2% |
| 6M | +2.8% | -13.4% | +16.2% | +0.5% |
| YTD | -13.7% | -16.7% | +3.0% | -16.0% |
| 1Y | +13.6% | -23.3% | +36.9% | +8.9% |
| 3Y | -34.0% | -24.8% | -9.2% | -35.1% |
| 5Y | -48.7% | -88.0% | +39.3% | -70.3% |
| All | +99.7% | -84.4% | +184.1% | +54.4% |
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