+848.2%
CLS vs TMF
-28.1%
+876.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -3.4% | +6.1% | +2.8% |
| 30D | -30.1% | +11.5% | -41.6% | -30.4% |
| 3M | -21.7% | -4.5% | -17.2% | -21.5% |
| 6M | -36.2% | -15.0% | -21.3% | -35.9% |
| YTD | -17.8% | -19.9% | +2.0% | -17.3% |
| 1Y | -26.8% | -26.6% | -0.2% | -26.4% |
| All | +848.2% | -28.1% | +876.3% | +838.6% |
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