-42.3%
TMF vs CPAY
+49.5%
-91.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -1.8% | +3.6% | -5.4% | -2.4% |
| 3M | -8.2% | +16.6% | -24.9% | -10.5% |
| 6M | -19.5% | +29.5% | -49.0% | -23.0% |
| YTD | -16.0% | +35.3% | -51.2% | -20.7% |
| 1Y | -22.5% | +30.6% | -53.1% | -26.6% |
| 3Y | -42.3% | +49.7% | -92.0% | -54.7% |
| All | -42.3% | +49.5% | -91.7% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling