+258.4%
TPR vs CF
+125.5%
+133.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.2% | +0.9% | +6.6% |
| 7D | +13.9% | +0.4% | +13.5% | +13.7% |
| 30D | +14.9% | +2.2% | +12.7% | +14.6% |
| 3M | -15.4% | +2.1% | -17.5% | -15.7% |
| 6M | -4.5% | -6.5% | +2.1% | -4.3% |
| YTD | +6.0% | +55.6% | -49.6% | -3.6% |
| 1Y | +24.3% | +42.3% | -18.0% | +14.8% |
| 3Y | +412.8% | +55.7% | +357.1% | +356.3% |
| 5Y | +258.4% | +122.4% | +136.0% | +167.9% |
| All | +258.4% | +125.5% | +133.0% | +167.9% |
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