-80.1%
TMF vs CLBK
+63.6%
-143.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.4% | +2.2% | -5.5% | -3.1% |
| 30D | +11.5% | +5.0% | +6.5% | +12.2% |
| 3M | -4.5% | +3.3% | -7.8% | -4.1% |
| 6M | -15.0% | +29.6% | -44.6% | -11.5% |
| YTD | -19.9% | +62.1% | -82.0% | -13.4% |
| 1Y | -26.6% | +64.3% | -90.9% | -20.4% |
| 3Y | -29.8% | +55.6% | -85.4% | -24.0% |
| 5Y | -88.2% | +29.3% | -117.5% | -87.6% |
| All | -80.1% | +63.6% | -143.7% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling