+20.1%
CP vs TMF
-15.2%
+35.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -2.7% | -1.4% | -1.2% | -2.5% |
| 30D | +0.2% | -2.8% | +3.0% | +0.5% |
| 3M | +2.6% | -10.9% | +13.5% | +4.1% |
| 6M | +6.0% | -21.3% | +27.3% | +8.6% |
| YTD | +24.9% | -15.9% | +40.8% | +27.4% |
| 1Y | +20.1% | -15.7% | +35.8% | +22.8% |
| All | +20.1% | -15.2% | +35.4% | +22.8% |
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