+445.9%
TPR vs CF
+5,948.3%
-5,502.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.6% |
| 7D | -2.7% | +6.0% | -8.7% | -4.5% |
| 30D | -23.3% | +14.8% | -38.1% | -26.5% |
| 3M | -12.8% | +14.1% | -26.9% | -16.8% |
| 6M | -21.7% | +28.5% | -50.3% | -30.2% |
| YTD | -3.9% | +74.9% | -78.8% | -22.8% |
| 1Y | +16.9% | +61.7% | -44.8% | -3.9% |
| 3Y | +289.8% | +80.3% | +209.4% | +200.2% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling