+117.7%
CMS vs TDY
+472.2%
-354.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.3% | -1.9% | +0.5% | -0.9% |
| 30D | -2.8% | -12.5% | +9.7% | +0.1% |
| 3M | -7.1% | -0.8% | -6.3% | -7.2% |
| 6M | -10.0% | -9.0% | -1.1% | -8.5% |
| YTD | -0.9% | +16.8% | -17.7% | -5.1% |
| 1Y | -2.0% | +9.5% | -11.5% | -4.8% |
| 3Y | +33.0% | +45.4% | -12.4% | +19.5% |
| 5Y | +24.3% | +37.8% | -13.6% | +11.6% |
| All | +117.7% | +472.2% | -354.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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