-29.4%
CCL vs TMF
-81.8%
+52.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.5% | -3.4% | +1.8% | -1.8% |
| 30D | +16.5% | +11.5% | +4.9% | +17.6% |
| 3M | +11.2% | -4.5% | +15.7% | +10.8% |
| 6M | +22.6% | -15.0% | +37.6% | +20.7% |
| YTD | +2.6% | -19.9% | +22.4% | +0.3% |
| 1Y | +17.0% | -26.6% | +43.5% | +13.3% |
| 3Y | +145.5% | -29.8% | +175.4% | +140.6% |
| 5Y | +36.1% | -88.2% | +124.3% | -9.5% |
| 10Y | -29.4% | -81.4% | +51.9% | -47.1% |
| All | -29.4% | -81.8% | +52.3% | -47.1% |
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