-32.0%
CLX vs TMF
-42.2%
+10.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -9.2% | -1.4% | -7.8% | -9.1% |
| 30D | -11.0% | -2.8% | -8.2% | -10.8% |
| 3M | +5.0% | -10.9% | +15.9% | +6.2% |
| 6M | -18.8% | -21.3% | +2.5% | -17.1% |
| YTD | -4.4% | -15.9% | +11.5% | -3.0% |
| 1Y | -21.9% | -15.7% | -6.1% | -20.7% |
| All | -32.0% | -42.2% | +10.2% | -32.6% |
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