+465.5%
CMS vs TAP
+821.1%
-355.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +6.3% | +9.1% | -2.8% | +4.7% |
| 3M | -2.1% | -3.8% | +1.7% | -1.6% |
| 6M | -5.1% | -3.4% | -1.7% | -4.8% |
| YTD | +1.3% | -10.6% | +11.9% | +2.6% |
| 1Y | -1.4% | -4.4% | +3.0% | -1.3% |
| 3Y | +36.9% | -24.4% | +61.3% | +41.6% |
| 5Y | +32.5% | +2.1% | +30.5% | +29.6% |
| 10Y | +126.8% | -48.7% | +175.5% | +138.5% |
| All | +465.5% | +821.1% | -355.6% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling