+136.0%
CMS vs TAP
-47.8%
+183.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.1% | -8.0% | +6.9% | +0.9% |
| 30D | +6.6% | +4.1% | +2.5% | +5.4% |
| 3M | +0.8% | -4.4% | +5.2% | +1.6% |
| 6M | -3.3% | -1.9% | -1.4% | -3.3% |
| YTD | +2.7% | -12.1% | +14.8% | +5.0% |
| 1Y | -4.0% | -12.0% | +8.0% | -2.0% |
| 3Y | +37.6% | -25.0% | +62.6% | +44.9% |
| 5Y | +35.4% | -1.1% | +36.5% | +31.0% |
| 10Y | +136.0% | -47.6% | +183.7% | +142.1% |
| All | +136.0% | -47.8% | +183.9% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling