-40.9%
TMF vs CLBK
+51.7%
-92.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -2.8% | +9.1% | -12.0% | -4.3% |
| 3M | -10.9% | +27.7% | -38.6% | -14.6% |
| 6M | -21.3% | +40.8% | -62.1% | -25.9% |
| YTD | -15.9% | +66.4% | -82.3% | -23.1% |
| 1Y | -15.7% | +72.4% | -88.1% | -23.7% |
| All | -40.9% | +51.7% | -92.6% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling