+13.6%
CLF vs TMF
-22.9%
+36.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -19.6% | +1.2% | -20.8% | -19.7% |
| 30D | -5.0% | +19.7% | -24.7% | -9.9% |
| 3M | -6.3% | -2.1% | -4.2% | -4.8% |
| 6M | +2.8% | -13.4% | +16.2% | +8.3% |
| YTD | -13.7% | -16.7% | +3.0% | -10.9% |
| 1Y | +13.6% | -23.3% | +36.9% | +27.3% |
| All | +13.6% | -22.9% | +36.4% | +27.3% |
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