-79.1%
TMF vs CLBK
+67.9%
-147.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -1.3% |
| 30D | -2.8% | +9.1% | -12.0% | -1.5% |
| 3M | -10.9% | +27.7% | -38.6% | -7.5% |
| 6M | -21.3% | +40.8% | -62.1% | -17.1% |
| YTD | -15.9% | +66.4% | -82.3% | -8.7% |
| 1Y | -15.7% | +72.4% | -88.1% | -7.8% |
| 3Y | -43.4% | +50.7% | -94.0% | -39.7% |
| 5Y | -87.8% | +42.9% | -130.7% | -86.5% |
| All | -79.1% | +67.9% | -147.0% | -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 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