-21.8%
CLX vs TMF
-88.7%
+67.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.7% |
| 7D | +8.5% | -8.2% | +16.7% | +9.3% |
| 30D | +30.0% | +5.3% | +24.6% | +29.4% |
| 3M | +3.8% | -8.5% | +12.3% | +4.5% |
| 6M | +24.6% | -17.2% | +41.8% | +26.5% |
| YTD | +12.8% | -23.4% | +36.2% | +15.1% |
| 1Y | +8.6% | -30.2% | +38.8% | +11.5% |
| 3Y | -8.6% | -32.9% | +24.3% | -6.8% |
| 5Y | -21.8% | -88.5% | +66.8% | -8.5% |
| All | -21.8% | -88.7% | +67.0% | -8.5% |
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