+213.0%
CLX vs TMF
-69.1%
+282.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | +12.4% | +2.7% | +9.7% | +12.4% |
| 30D | +21.1% | +19.3% | +1.8% | +21.1% |
| 3M | -3.3% | -3.7% | +0.3% | -3.3% |
| 6M | +18.8% | -11.3% | +30.1% | +18.8% |
| YTD | +3.9% | -16.6% | +20.5% | +3.9% |
| 1Y | -3.8% | -21.1% | +17.3% | -3.9% |
| 3Y | -10.5% | -26.8% | +16.3% | -10.4% |
| 5Y | -26.7% | -88.0% | +61.4% | -29.3% |
| 10Y | +19.9% | -84.7% | +104.6% | +18.9% |
| All | +213.0% | -69.1% | +282.2% | +237.6% |
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