-87.0%
TMF vs CRL
+255.5%
-342.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | -2.8% | +10.7% | -13.5% | -3.0% |
| 3M | -10.9% | +55.3% | -66.2% | -11.4% |
| 6M | -21.3% | +60.7% | -82.0% | -21.8% |
| YTD | -15.9% | +44.6% | -60.5% | -16.4% |
| 1Y | -15.7% | +77.7% | -93.5% | -16.3% |
| 3Y | -43.4% | +37.6% | -81.0% | -44.7% |
| 5Y | -87.8% | -35.8% | -51.9% | -89.5% |
| All | -87.0% | +255.5% | -342.5% | -80.8% |
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