+1,753.0%
CLS vs TMF
-81.5%
+1,834.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.8% | +7.9% |
| 7D | -10.6% | +0.6% | -11.2% | -10.5% |
| 30D | -38.4% | +16.3% | -54.8% | -37.9% |
| 3M | -29.9% | -2.7% | -27.2% | -29.8% |
| 6M | -40.6% | -13.2% | -27.5% | -41.0% |
| YTD | -24.6% | -16.7% | -7.9% | -25.1% |
| 1Y | -30.8% | -22.7% | -8.1% | -31.6% |
| 3Y | +811.7% | -26.1% | +837.8% | +807.4% |
| 5Y | +1,838.4% | -88.4% | +1,926.9% | +1,495.1% |
| All | +1,753.0% | -81.5% | +1,834.5% | +1,628.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling