+2,089.9%
CLS vs TMF
-88.7%
+2,178.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +4.7% |
| 7D | +23.5% | -8.2% | +31.7% | +23.8% |
| 30D | -28.9% | +5.3% | -34.3% | -29.2% |
| 3M | -25.2% | -8.5% | -16.7% | -25.0% |
| 6M | -32.1% | -17.2% | -14.9% | -31.6% |
| YTD | -14.1% | -23.4% | +9.3% | -13.3% |
| 1Y | -24.1% | -30.2% | +6.2% | -23.2% |
| 3Y | +897.0% | -32.9% | +929.9% | +897.0% |
| 5Y | +2,089.9% | -88.5% | +2,178.5% | +1,965.8% |
| All | +2,089.9% | -88.7% | +2,178.6% | +1,965.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling