-25.6%
TMF vs CRL
+106.9%
-132.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.7% | -3.7% |
| 7D | -1.1% | -1.7% | +0.7% | -0.9% |
| 30D | +11.8% | +14.6% | -2.8% | +9.8% |
| 3M | -4.0% | +24.8% | -28.9% | -6.8% |
| 6M | -16.5% | +94.7% | -111.2% | -23.4% |
| YTD | -19.9% | +73.4% | -93.3% | -26.2% |
| 1Y | -25.6% | +104.7% | -130.2% | -34.7% |
| All | -25.6% | +106.9% | -132.5% | -34.7% |
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