-52.9%
TMF vs CPAY
+1,738.6%
-1,791.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.2% | -3.8% |
| 7D | -1.1% | +13.1% | -14.1% | +1.7% |
| 30D | +11.8% | +15.5% | -3.7% | +15.5% |
| 3M | -4.0% | +14.7% | -18.7% | -1.0% |
| 6M | -16.5% | +33.6% | -50.2% | -10.6% |
| YTD | -19.9% | +52.7% | -72.6% | -11.0% |
| 1Y | -25.6% | +63.5% | -89.1% | -15.8% |
| 3Y | -29.9% | +98.8% | -128.7% | -13.9% |
| 5Y | -88.2% | +88.6% | -176.8% | -85.6% |
| 10Y | -81.7% | +213.8% | -295.5% | -69.0% |
| All | -52.9% | +1,738.6% | -1,791.5% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling