-23.4%
CLF vs TMF
-32.2%
+8.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | +10.4% | -9.3% | +19.7% | +10.7% |
| 30D | +0.6% | +1.9% | -1.4% | +0.2% |
| 3M | +4.1% | -11.2% | +15.3% | +4.7% |
| 6M | +15.1% | -17.7% | +32.8% | +16.3% |
| YTD | -4.7% | -24.5% | +19.7% | -3.7% |
| 1Y | +20.4% | -29.4% | +49.8% | +21.9% |
| 3Y | -23.4% | -33.4% | +10.0% | -24.3% |
| All | -23.4% | -32.2% | +8.9% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling