+32.8%
CCEP vs TMF
-30.5%
+63.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +2.1% | -9.3% | +11.4% | +4.4% |
| 30D | +10.6% | +1.9% | +8.7% | +10.4% |
| 3M | +10.3% | -11.2% | +21.5% | +12.8% |
| 6M | +31.1% | -17.7% | +48.8% | +35.1% |
| YTD | +32.1% | -24.5% | +56.6% | +40.3% |
| 1Y | +32.8% | -29.4% | +62.3% | +39.7% |
| All | +32.8% | -30.5% | +63.3% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling