-81.4%
TMF vs CRL
+358.0%
-439.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -3.4% | +5.0% | -8.4% | -3.4% |
| 30D | +11.5% | +13.5% | -2.0% | +11.2% |
| 3M | -4.5% | +21.5% | -26.0% | -4.9% |
| 6M | -15.0% | +103.4% | -118.4% | -15.9% |
| YTD | -19.9% | +71.8% | -91.6% | -20.7% |
| 1Y | -26.6% | +97.5% | -124.1% | -27.4% |
| 3Y | -29.8% | +99.2% | -129.1% | -30.4% |
| 5Y | -88.2% | -12.1% | -76.0% | -89.6% |
| 10Y | -81.4% | +359.2% | -440.6% | -72.9% |
| All | -81.4% | +358.0% | -439.4% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling