+145.2%
CCL vs TMF
-28.1%
+173.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.5% | -3.4% | +1.8% | -1.0% |
| 30D | +16.5% | +11.5% | +4.9% | +14.2% |
| 3M | +11.2% | -4.5% | +15.7% | +12.1% |
| 6M | +22.6% | -15.0% | +37.6% | +26.0% |
| YTD | +2.6% | -19.9% | +22.4% | +6.3% |
| 1Y | +17.0% | -26.6% | +43.5% | +22.1% |
| All | +145.2% | -28.1% | +173.3% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling