-30.3%
CLF vs TMF
-69.1%
+38.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.6% | -12.8% | -12.1% |
| 7D | -21.0% | +2.7% | -23.7% | -20.4% |
| 30D | -8.0% | +19.3% | -27.3% | -3.6% |
| 3M | -10.9% | -3.7% | -7.2% | -11.2% |
| 6M | +5.8% | -11.3% | +17.1% | +3.1% |
| YTD | -15.1% | -16.6% | +1.5% | -18.4% |
| 1Y | +7.2% | -21.1% | +28.4% | +1.7% |
| 3Y | -34.2% | -26.8% | -7.4% | -36.7% |
| 5Y | -49.6% | -88.0% | +38.4% | -71.4% |
| 10Y | +109.9% | -84.7% | +194.6% | +60.1% |
| All | -30.3% | -69.1% | +38.8% | -18.2% |
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