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  • CLS vs TPR✓SelectedUSD · TPRCLS vs TPR performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+363.2%
TPR return
+7,380.8%
Excess return
-7,017.6%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D+0.8%0.0%+0.8%+0.8%
7D+4.6%-2.3%+6.9%+5.5%
30D-13.9%-23.0%+9.1%-6.2%
3M-26.6%-12.5%-14.1%-24.2%
6M+15.4%-21.4%+36.8%+24.0%
YTD+5.7%-3.5%+9.2%+4.3%
1Y+41.1%+17.4%+23.8%+28.5%
3Y+1,228.6%+291.3%+937.3%+643.6%
5Y+3,240.6%+241.9%+2,998.7%+1,803.1%
10Y+2,760.3%+322.7%+2,437.7%+1,169.9%
All+363.2%+7,380.8%-7,017.6%-48.0%

Cumulative growth

Daily Returns

Daily percentage return beside TPR.

Daily Out/Under-Performance

Portfolio return minus TPR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TPR 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 TPR 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