+1.4%
CCL vs TMF
-87.5%
+88.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -5.0% | -1.4% | -3.6% | -5.0% |
| 30D | -20.3% | -2.8% | -17.5% | -20.2% |
| 3M | -15.1% | -10.9% | -4.2% | -14.5% |
| 6M | -15.1% | -21.3% | +6.2% | -14.1% |
| YTD | -21.8% | -15.9% | -5.9% | -21.0% |
| 1Y | -24.8% | -15.7% | -9.0% | -24.1% |
| 3Y | +51.9% | -43.4% | +95.2% | +52.3% |
| All | +1.4% | -87.5% | +88.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling