-47.8%
CLF vs TMF
-87.5%
+39.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.6% |
| 30D | -1.2% | -2.8% | +1.6% | -1.1% |
| 3M | -13.4% | -10.9% | -2.5% | -13.1% |
| 6M | +15.4% | -21.3% | +36.7% | +15.9% |
| YTD | -5.9% | -15.9% | +10.0% | -5.6% |
| 1Y | +18.8% | -15.7% | +34.6% | +19.2% |
| 3Y | -19.4% | -43.4% | +24.0% | -19.6% |
| All | -47.8% | -87.5% | +39.7% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling