-30.8%
CCL vs TMF
-84.4%
+53.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +3.1% | +1.2% | +1.9% | +3.2% |
| 30D | +13.7% | +19.7% | -6.0% | +15.5% |
| 3M | +3.8% | -2.1% | +5.9% | +3.6% |
| 6M | +9.3% | -13.4% | +22.7% | +7.7% |
| YTD | -1.1% | -16.7% | +15.7% | -2.9% |
| 1Y | +14.6% | -23.3% | +37.9% | +11.5% |
| 3Y | +146.4% | -24.8% | +171.2% | +143.5% |
| 5Y | +21.9% | -88.0% | +109.9% | -18.7% |
| All | -30.8% | -84.4% | +53.6% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling