+145.1%
CCL vs TMF
-25.3%
+170.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +13.1% | +19.7% | -6.6% | +9.4% |
| 3M | +3.3% | -2.1% | +5.4% | +3.6% |
| 6M | +8.7% | -13.4% | +22.2% | +11.4% |
| YTD | -1.6% | -16.7% | +15.1% | +1.5% |
| 1Y | +14.0% | -23.3% | +37.3% | +18.4% |
| 3Y | +145.1% | -24.8% | +170.0% | +132.6% |
| All | +145.1% | -25.3% | +170.5% | +132.6% |
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