+240.4%
TPR vs CF
+227.0%
+13.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -2.3% | +6.0% | -8.3% | -2.9% |
| 30D | -23.0% | +14.8% | -37.8% | -24.1% |
| 3M | -12.5% | +14.1% | -26.5% | -13.8% |
| 6M | -21.4% | +28.5% | -50.0% | -25.3% |
| YTD | -3.5% | +74.9% | -78.5% | -13.6% |
| 1Y | +17.4% | +61.7% | -44.3% | +6.5% |
| 3Y | +291.3% | +80.3% | +210.9% | +240.2% |
| All | +240.4% | +227.0% | +13.4% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling