-29.4%
TMF vs CPAY
+99.9%
-129.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.2% | -3.9% |
| 7D | -1.1% | +13.1% | -14.1% | -2.5% |
| 30D | +11.8% | +15.5% | -3.7% | +9.9% |
| 3M | -4.0% | +14.7% | -18.7% | -5.6% |
| 6M | -16.5% | +33.6% | -50.2% | -19.3% |
| YTD | -19.9% | +52.7% | -72.6% | -24.1% |
| 1Y | -25.6% | +63.5% | -89.1% | -30.1% |
| All | -29.4% | +99.9% | -129.3% | -40.0% |
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