-86.0%
TMF vs CPAY
+144.7%
-230.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | -0.9% | -2.5% | +1.6% | -1.2% |
| 30D | -1.0% | +1.3% | -2.3% | -0.8% |
| 3M | -11.3% | +13.5% | -24.8% | -9.5% |
| 6M | -22.7% | +24.7% | -47.4% | -19.9% |
| YTD | -17.3% | +34.9% | -52.3% | -13.0% |
| 1Y | -22.5% | +29.7% | -52.2% | -18.9% |
| 3Y | -43.2% | +49.4% | -92.6% | -38.1% |
| 5Y | -88.3% | +53.5% | -141.8% | -87.1% |
| 10Y | -86.0% | +152.5% | -238.5% | -81.8% |
| All | -86.0% | +144.7% | -230.7% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling