-68.9%
TMF vs CRL
+979.4%
-1,048.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.1% |
| 7D | +2.7% | -16.8% | +19.5% | +0.7% |
| 30D | +19.3% | +2.6% | +16.7% | +19.9% |
| 3M | -3.7% | +20.1% | -23.7% | -1.4% |
| 6M | -11.3% | +68.8% | -80.2% | -5.4% |
| YTD | -16.6% | +56.9% | -73.5% | -11.5% |
| 1Y | -21.1% | +86.7% | -107.8% | -14.3% |
| 3Y | -26.8% | +72.1% | -98.9% | -20.5% |
| 5Y | -88.0% | -16.6% | -71.5% | -89.2% |
| 10Y | -84.7% | +359.0% | -443.7% | -71.0% |
| All | -68.9% | +979.4% | -1,048.3% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling