-80.1%
TMF vs CLBK
+63.3%
-143.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.1% | -3.8% |
| 7D | -1.1% | +2.9% | -4.0% | -0.7% |
| 30D | +11.8% | +5.4% | +6.4% | +12.6% |
| 3M | -4.0% | +5.8% | -9.8% | -3.2% |
| 6M | -16.5% | +28.9% | -45.4% | -13.2% |
| YTD | -19.9% | +61.8% | -81.7% | -13.5% |
| 1Y | -25.6% | +63.1% | -88.7% | -19.4% |
| 3Y | -29.9% | +55.3% | -85.2% | -24.1% |
| 5Y | -88.2% | +28.0% | -116.2% | -87.7% |
| All | -80.1% | +63.3% | -143.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling