+16.0%
TFC vs CPAY
+53.2%
-37.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -1.2% |
| 30D | -2.8% | +0.6% | -3.4% | -3.2% |
| 3M | +2.1% | +17.0% | -14.9% | -5.9% |
| 6M | +10.1% | +24.1% | -14.0% | -2.6% |
| YTD | +5.4% | +35.7% | -30.3% | -12.4% |
| 1Y | +16.3% | +34.0% | -17.7% | -3.2% |
| 3Y | +95.9% | +50.3% | +45.6% | +47.8% |
| 5Y | +16.0% | +56.7% | -40.7% | -20.8% |
| All | +16.0% | +53.2% | -37.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling