+23.6%
CMS vs TDY
+33.5%
-9.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | -1.3% | -13.8% | +12.5% | +1.9% |
| 3M | -5.4% | -3.9% | -1.5% | -4.8% |
| 6M | -10.3% | -9.0% | -1.3% | -8.8% |
| YTD | -0.2% | +16.5% | -16.8% | -4.7% |
| 1Y | -0.9% | +9.3% | -10.1% | -4.0% |
| 3Y | +34.0% | +45.1% | -11.1% | +18.2% |
| 5Y | +23.6% | +35.0% | -11.4% | +6.6% |
| All | +23.6% | +33.5% | -9.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling