-17.9%
CLS vs TMF
-30.5%
+12.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | +16.3% | -9.3% | +25.6% | +17.4% |
| 30D | -25.7% | +1.9% | -27.6% | -27.5% |
| 3M | -30.9% | -11.2% | -19.6% | -28.5% |
| 6M | -35.5% | -17.7% | -17.8% | -31.4% |
| YTD | -18.7% | -24.5% | +5.8% | -11.3% |
| 1Y | -17.9% | -29.4% | +11.5% | -2.5% |
| All | -17.9% | -30.5% | +12.6% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling