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  • TPR vs CF✓SelectedUSD · CFTPR vs CF performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

TPR vs CF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+445.9%
CF return
+5,948.3%
Excess return
-5,502.4%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioCFExcessAlpha
1D0.0%-3.2%+3.2%+1.0%
7D-2.3%+6.0%-8.3%-4.1%
30D-23.0%+14.8%-37.8%-26.2%
3M-12.5%+14.1%-26.5%-16.5%
6M-21.4%+28.5%-50.0%-30.0%
YTD-3.5%+74.9%-78.5%-22.5%
1Y+17.4%+61.7%-44.3%-3.5%
3Y+291.3%+80.3%+210.9%+201.4%
5Y+241.9%+226.0%+15.9%+102.2%
10Y+322.7%+569.9%-247.2%+95.7%
All+445.9%+5,948.3%-5,502.4%-0.7%

Cumulative growth

Daily Returns

Daily percentage return beside CF.

Daily Out/Under-Performance

Portfolio return minus CF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CF 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CF 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling