+34.0%
CCL vs TMF
-88.7%
+122.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | +0.1% | -4.0% |
| 7D | -0.3% | -8.2% | +7.8% | +0.3% |
| 30D | +10.3% | +5.3% | +5.0% | +10.0% |
| 3M | +6.6% | -8.5% | +15.1% | +7.2% |
| 6M | +20.0% | -17.2% | +37.2% | +21.6% |
| YTD | -1.9% | -23.4% | +21.5% | -0.2% |
| 1Y | +10.4% | -30.2% | +40.7% | +12.6% |
| 3Y | +134.8% | -32.9% | +167.8% | +138.6% |
| 5Y | +34.0% | -88.5% | +122.6% | -8.1% |
| All | +34.0% | -88.7% | +122.7% | -8.1% |
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 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