+460.1%
TPR vs CF
+4,965.4%
-4,505.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.9% |
| 7D | +12.6% | -6.9% | +19.5% | +14.8% |
| 30D | +7.1% | -3.7% | +10.9% | +8.0% |
| 3M | -19.4% | -5.0% | -14.4% | -18.7% |
| 6M | -9.7% | -10.5% | +0.7% | -8.4% |
| YTD | -1.0% | +46.5% | -47.5% | -16.6% |
| 1Y | +19.3% | +34.8% | -15.5% | +3.2% |
| 3Y | +379.0% | +46.7% | +332.3% | +291.6% |
| 5Y | +239.1% | +112.0% | +127.1% | +129.9% |
| 10Y | +364.0% | +529.7% | -165.7% | +119.0% |
| All | +460.1% | +4,965.4% | -4,505.3% | +6.8% |
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 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