+2,757.7%
CLS vs TMF
-87.2%
+2,844.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +4.6% | -1.4% | +6.0% | +4.5% |
| 30D | -13.9% | -2.8% | -11.1% | -14.0% |
| 3M | -26.6% | -10.9% | -15.7% | -27.0% |
| 6M | +15.4% | -21.3% | +36.7% | +14.0% |
| YTD | +5.7% | -15.9% | +21.5% | +4.8% |
| 1Y | +41.1% | -15.7% | +56.9% | +40.1% |
| 3Y | +1,228.6% | -43.4% | +1,271.9% | +1,198.3% |
| 5Y | +3,240.6% | -87.8% | +3,328.4% | +2,695.1% |
| All | +2,757.7% | -87.2% | +2,844.9% | +2,620.5% |
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