-10.0%
CLX vs TMF
-28.1%
+18.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +7.8% | -3.4% | +11.1% | +8.2% |
| 30D | +28.5% | +11.5% | +17.0% | +26.8% |
| 3M | +1.3% | -4.5% | +5.8% | +1.8% |
| 6M | +23.4% | -15.0% | +38.3% | +25.3% |
| YTD | +11.4% | -19.9% | +31.2% | +13.6% |
| 1Y | +6.9% | -26.6% | +33.5% | +9.8% |
| All | -10.0% | -28.1% | +18.1% | -7.0% |
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