-34.0%
CLX vs TMF
-87.5%
+53.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +5.0% | -10.9% | +15.9% | +6.0% |
| 6M | -18.8% | -21.3% | +2.5% | -17.4% |
| YTD | -4.4% | -15.9% | +11.5% | -3.2% |
| 1Y | -21.9% | -15.7% | -6.1% | -20.9% |
| 3Y | -32.8% | -43.4% | +10.6% | -31.0% |
| All | -34.0% | -87.5% | +53.5% | -25.6% |
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 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