+21.9%
CCL vs TMF
-23.9%
+45.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +6.0% |
| 7D | +11.6% | +4.0% | +7.6% | +9.5% |
| 30D | +22.5% | +19.5% | +3.1% | +11.3% |
| 3M | +6.4% | -3.5% | +9.9% | +9.3% |
| 6M | +23.4% | -10.6% | +34.0% | +32.4% |
| YTD | +4.2% | -17.1% | +21.3% | +17.3% |
| 1Y | +21.9% | -24.3% | +46.1% | +32.7% |
| All | +21.9% | -23.9% | +45.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling