+1,929.4%
CLS vs TMF
-81.8%
+2,011.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -3.4% | +6.1% | +2.6% |
| 30D | -30.1% | +11.5% | -41.6% | -29.7% |
| 3M | -21.7% | -4.5% | -17.2% | -21.8% |
| 6M | -36.2% | -15.0% | -21.3% | -36.6% |
| YTD | -17.8% | -19.9% | +2.0% | -18.5% |
| 1Y | -26.8% | -26.6% | -0.2% | -27.8% |
| 3Y | +853.4% | -29.8% | +883.2% | +846.2% |
| 5Y | +2,005.0% | -88.2% | +2,093.2% | +1,643.7% |
| 10Y | +1,929.4% | -81.4% | +2,010.8% | +1,779.4% |
| All | +1,929.4% | -81.8% | +2,011.2% | +1,779.4% |
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 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