+25.8%
TMO vs CPAY
+29.9%
-4.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.4% | +2.1% | -3.4% | -1.6% |
| 30D | +6.2% | +5.5% | +0.7% | +5.4% |
| 3M | +27.5% | +16.6% | +10.9% | +24.4% |
| 6M | +20.0% | +26.7% | -6.7% | +15.8% |
| YTD | +6.1% | +38.4% | -32.2% | +2.0% |
| 1Y | +25.8% | +30.1% | -4.3% | +22.2% |
| All | +25.8% | +29.9% | -4.1% | +22.2% |
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