+16.9%
CCL vs TMF
-68.9%
+85.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | -5.0% | -1.4% | -3.6% | -5.3% |
| 30D | -20.3% | -2.8% | -17.5% | -20.7% |
| 3M | -15.1% | -10.9% | -4.2% | -16.8% |
| 6M | -15.1% | -21.3% | +6.2% | -18.6% |
| YTD | -21.8% | -15.9% | -5.9% | -24.2% |
| 1Y | -24.8% | -15.7% | -9.0% | -26.9% |
| 3Y | +51.9% | -43.4% | +95.2% | +39.6% |
| 5Y | +4.0% | -87.8% | +91.8% | -30.4% |
| 10Y | -42.2% | -86.7% | +44.5% | -56.2% |
| All | +16.9% | -68.9% | +85.8% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling