+148.2%
TT vs CPAY
+54.3%
+93.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | -2.5% | +3.9% | +2.2% |
| 30D | -6.7% | +1.3% | -8.0% | -7.1% |
| 3M | -5.4% | +13.5% | -18.9% | -9.4% |
| 6M | +4.4% | +24.7% | -20.3% | -3.7% |
| YTD | +14.9% | +34.9% | -20.0% | +2.1% |
| 1Y | +9.3% | +29.7% | -20.4% | -1.9% |
| 3Y | +121.7% | +49.4% | +72.4% | +82.8% |
| 5Y | +148.2% | +53.5% | +94.7% | +87.9% |
| All | +148.2% | +54.3% | +93.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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