+1,644.8%
CP vs TMF
-69.1%
+1,713.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.6% |
| 7D | +6.1% | +2.7% | +3.4% | +6.5% |
| 30D | +9.8% | +19.3% | -9.6% | +12.3% |
| 3M | +2.7% | -3.7% | +6.4% | +2.3% |
| 6M | +12.8% | -11.3% | +24.1% | +11.1% |
| YTD | +28.2% | -16.6% | +44.8% | +25.4% |
| 1Y | +34.1% | -21.1% | +55.3% | +30.3% |
| 3Y | +28.9% | -26.8% | +55.7% | +26.3% |
| 5Y | +27.1% | -88.0% | +115.1% | -7.2% |
| 10Y | +264.8% | -84.7% | +349.5% | +207.1% |
| All | +1,644.8% | -69.1% | +1,713.9% | +1,825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling