-84.3%
TMF vs CRL
+386.8%
-471.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -0.2% |
| 7D | +1.2% | -6.1% | +7.3% | +1.3% |
| 30D | +19.7% | +12.4% | +7.3% | +19.5% |
| 3M | -2.1% | +27.1% | -29.2% | -2.4% |
| 6M | -13.4% | +85.7% | -99.2% | -14.1% |
| YTD | -16.7% | +69.2% | -85.9% | -17.4% |
| 1Y | -23.3% | +97.5% | -120.9% | -23.9% |
| 3Y | -24.8% | +86.1% | -110.9% | -25.5% |
| 5Y | -88.0% | -10.0% | -78.0% | -89.4% |
| All | -84.3% | +386.8% | -471.1% | -71.9% |
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