+343.1%
CCEP vs TMF
-82.1%
+425.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +2.1% | -9.3% | +11.4% | +1.8% |
| 30D | +10.6% | +1.9% | +8.7% | +10.7% |
| 3M | +10.3% | -11.2% | +21.5% | +9.9% |
| 6M | +31.1% | -17.7% | +48.8% | +30.3% |
| YTD | +32.1% | -24.5% | +56.6% | +31.0% |
| 1Y | +32.8% | -29.4% | +62.3% | +31.4% |
| 3Y | +111.3% | -33.4% | +144.8% | +110.3% |
| 5Y | +147.5% | -88.7% | +236.2% | +109.5% |
| All | +343.1% | -82.1% | +425.2% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling