-22.7%
CLF vs TMF
-68.9%
+46.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | +7.6% | -1.4% | +9.0% | +7.2% |
| 30D | -1.2% | -2.8% | +1.6% | -1.7% |
| 3M | -13.4% | -10.9% | -2.5% | -15.7% |
| 6M | +15.4% | -21.3% | +36.7% | +8.5% |
| YTD | -5.9% | -15.9% | +10.0% | -9.7% |
| 1Y | +18.8% | -15.7% | +34.6% | +14.2% |
| 3Y | -19.4% | -43.4% | +24.0% | -28.1% |
| 5Y | -47.7% | -87.8% | +40.0% | -70.1% |
| 10Y | +130.4% | -86.7% | +217.1% | +66.1% |
| All | -22.7% | -68.9% | +46.2% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling