+256.1%
TPR vs CF
+120.6%
+135.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +14.2% | -3.2% | +17.4% | +14.4% |
| 30D | +17.1% | +4.3% | +12.8% | +16.6% |
| 3M | -17.7% | +2.8% | -20.5% | -18.1% |
| 6M | -10.2% | +0.6% | -10.8% | -10.7% |
| YTD | +4.9% | +56.6% | -51.7% | -4.7% |
| 1Y | +36.1% | +49.6% | -13.5% | +24.5% |
| 3Y | +416.5% | +61.5% | +355.0% | +356.5% |
| All | +256.1% | +120.6% | +135.6% | +171.5% |
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