+31.5%
CP vs TMF
-29.9%
+61.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.8% |
| 7D | +0.9% | -8.2% | +9.1% | +2.7% |
| 30D | +10.3% | +5.3% | +5.0% | +9.3% |
| 3M | +2.3% | -8.5% | +10.8% | +3.8% |
| 6M | +10.7% | -17.2% | +27.9% | +14.3% |
| YTD | +29.3% | -23.4% | +52.7% | +35.2% |
| 1Y | +31.5% | -30.2% | +61.7% | +41.8% |
| All | +31.5% | -29.9% | +61.3% | +41.8% |
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