+188.0%
CLX vs TMF
-68.9%
+256.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -9.2% | -1.4% | -7.8% | -9.2% |
| 30D | -11.0% | -2.8% | -8.2% | -11.0% |
| 3M | +5.0% | -10.9% | +15.9% | +5.0% |
| 6M | -18.8% | -21.3% | +2.5% | -18.9% |
| YTD | -4.4% | -15.9% | +11.5% | -4.4% |
| 1Y | -21.9% | -15.7% | -6.1% | -21.9% |
| 3Y | -32.8% | -43.4% | +10.6% | -32.9% |
| 5Y | -34.6% | -87.8% | +53.2% | -36.8% |
| 10Y | -4.7% | -86.7% | +82.0% | -6.3% |
| All | +188.0% | -68.9% | +256.9% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling