-30.2%
TMF vs CRL
+97.0%
-127.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | -8.2% | +8.9% | -17.0% | -8.8% |
| 30D | +5.3% | +14.0% | -8.6% | +3.5% |
| 3M | -8.5% | +19.8% | -28.3% | -10.7% |
| 6M | -17.2% | +102.0% | -119.2% | -24.1% |
| YTD | -23.4% | +70.8% | -94.3% | -29.4% |
| 1Y | -30.2% | +98.7% | -129.0% | -38.5% |
| All | -30.2% | +97.0% | -127.2% | -38.5% |
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