+4,232.9%
CLS vs TMF
-69.2%
+4,302.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -22.2% | +1.2% | -23.4% | -22.0% |
| 30D | -44.4% | +19.7% | -64.1% | -42.8% |
| 3M | -34.3% | -2.1% | -32.2% | -34.2% |
| 6M | -50.1% | -13.4% | -36.6% | -50.9% |
| YTD | -30.1% | -16.7% | -13.3% | -31.6% |
| 1Y | -39.3% | -23.3% | -16.0% | -41.4% |
| 3Y | +732.7% | -24.8% | +757.5% | +722.3% |
| 5Y | +1,777.2% | -88.0% | +1,865.3% | +1,253.9% |
| 10Y | +1,645.6% | -84.7% | +1,730.3% | +1,371.4% |
| All | +4,232.9% | -69.2% | +4,302.1% | +5,673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling