-88.3%
TMF vs CRL
-12.1%
-76.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | +1.9% | +11.9% | -10.0% | 0.0% |
| 3M | -11.2% | +20.2% | -31.4% | -13.9% |
| 6M | -17.7% | +107.5% | -125.2% | -26.2% |
| YTD | -24.5% | +69.4% | -93.9% | -30.8% |
| 1Y | -29.4% | +99.7% | -129.2% | -36.9% |
| 3Y | -33.4% | +98.8% | -132.2% | -41.8% |
| All | -88.3% | -12.1% | -76.2% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling