+37.5%
CMS vs TDY
+69.3%
-31.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -1.3% | +9.4% | -10.7% | -2.3% |
| 30D | +5.3% | +5.9% | -0.7% | +4.4% |
| 3M | -0.3% | -5.7% | +5.3% | +0.3% |
| 6M | -4.0% | +2.4% | -6.5% | -4.6% |
| YTD | +2.1% | +26.8% | -24.7% | -2.2% |
| 1Y | -4.7% | +24.7% | -29.4% | -8.5% |
| All | +37.5% | +69.3% | -31.8% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling