+838.1%
CLS vs TMF
-32.2%
+870.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.4% |
| 7D | +16.3% | -9.3% | +25.6% | +16.3% |
| 30D | -25.7% | +1.9% | -27.6% | -25.9% |
| 3M | -30.9% | -11.2% | -19.6% | -30.6% |
| 6M | -35.5% | -17.7% | -17.8% | -35.1% |
| YTD | -18.7% | -24.5% | +5.8% | -18.2% |
| 1Y | -17.9% | -29.4% | +11.5% | -17.4% |
| 3Y | +838.1% | -33.4% | +871.5% | +828.5% |
| All | +838.1% | -32.2% | +870.3% | +828.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling