-30.2%
TMF vs CPAY
+57.5%
-87.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.3% |
| 7D | -8.2% | +2.0% | -10.2% | -8.4% |
| 30D | +5.3% | +14.3% | -8.9% | +3.5% |
| 3M | -8.5% | +11.3% | -19.8% | -9.8% |
| 6M | -17.2% | +34.8% | -52.0% | -20.2% |
| YTD | -23.4% | +51.5% | -74.9% | -28.6% |
| 1Y | -30.2% | +59.0% | -89.3% | -35.5% |
| All | -30.2% | +57.5% | -87.8% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling