-40.9%
TMF vs CRL
+38.0%
-78.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -2.8% | +10.7% | -13.5% | -4.6% |
| 3M | -10.9% | +55.3% | -66.2% | -18.0% |
| 6M | -21.3% | +60.7% | -82.0% | -28.4% |
| YTD | -15.9% | +44.6% | -60.5% | -22.2% |
| 1Y | -15.7% | +77.7% | -93.5% | -25.6% |
| All | -40.9% | +38.0% | -78.9% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling