-79.3%
TMF vs CLBK
+62.9%
-142.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.4% |
| 7D | +0.6% | +1.8% | -1.2% | +0.9% |
| 30D | +16.3% | +5.1% | +11.2% | +17.1% |
| 3M | -2.7% | +5.2% | -7.9% | -2.0% |
| 6M | -13.2% | +28.6% | -41.7% | -9.8% |
| YTD | -16.7% | +61.4% | -78.1% | -10.0% |
| 1Y | -22.7% | +64.7% | -87.4% | -16.2% |
| 3Y | -26.1% | +55.1% | -81.2% | -20.0% |
| 5Y | -88.4% | +28.4% | -116.8% | -87.8% |
| All | -79.3% | +62.9% | -142.2% | -73.7% |
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