-24.3%
TMF vs CRL
+85.3%
-109.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.3% | +9.7% | +3.1% |
| 7D | +4.0% | -12.8% | +16.7% | +5.3% |
| 30D | +19.5% | +5.0% | +14.5% | +18.1% |
| 3M | -3.5% | +39.4% | -42.9% | -8.2% |
| 6M | -10.6% | +89.4% | -99.9% | -18.5% |
| YTD | -17.1% | +63.6% | -80.6% | -23.6% |
| 1Y | -24.3% | +83.5% | -107.7% | -33.3% |
| All | -24.3% | +85.3% | -109.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling