+29.3%
CLX vs TMF
-82.2%
+111.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.2% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +29.1% | +11.8% | +17.2% | +28.2% |
| 3M | +1.6% | -4.0% | +5.6% | +1.8% |
| 6M | +18.7% | -16.5% | +35.3% | +19.8% |
| YTD | +11.1% | -19.9% | +31.0% | +12.2% |
| 1Y | +7.0% | -25.6% | +32.6% | +8.5% |
| 3Y | -10.0% | -29.9% | +19.9% | -9.0% |
| 5Y | -22.6% | -88.2% | +65.6% | -18.3% |
| 10Y | +29.3% | -81.7% | +111.1% | +32.2% |
| All | +29.3% | -82.2% | +111.6% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling