-79.1%
TMF vs CLBK
+66.9%
-146.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +1.0% | +1.1% | -0.1% | +1.2% |
| 30D | -1.8% | +7.8% | -9.6% | -0.7% |
| 3M | -8.2% | +23.9% | -32.1% | -5.2% |
| 6M | -19.5% | +42.3% | -61.8% | -15.0% |
| YTD | -16.0% | +65.4% | -81.4% | -8.9% |
| 1Y | -22.5% | +70.3% | -92.8% | -15.3% |
| 3Y | -42.3% | +54.5% | -96.7% | -37.9% |
| 5Y | -87.7% | +43.1% | -130.8% | -86.4% |
| All | -79.1% | +66.9% | -146.0% | -73.4% |
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