-55.0%
TMF vs CPAY
+1,724.0%
-1,779.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.7% |
| 7D | -8.2% | +2.0% | -10.2% | -7.8% |
| 30D | +5.3% | +14.3% | -8.9% | +8.5% |
| 3M | -8.5% | +11.3% | -19.8% | -6.2% |
| 6M | -17.2% | +34.8% | -52.0% | -11.1% |
| YTD | -23.4% | +51.5% | -74.9% | -15.1% |
| 1Y | -30.2% | +59.0% | -89.3% | -21.6% |
| 3Y | -32.9% | +97.2% | -130.2% | -17.8% |
| 5Y | -88.5% | +88.8% | -177.4% | -86.0% |
| 10Y | -82.2% | +217.3% | -299.5% | -69.7% |
| All | -55.0% | +1,724.0% | -1,779.0% | +100.9% |
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