+388.8%
CMS vs TDY
+7,574.9%
-7,186.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -1.3% | +9.4% | -10.7% | -2.9% |
| 30D | +5.3% | +5.9% | -0.7% | +4.0% |
| 3M | -0.3% | -5.7% | +5.3% | +0.5% |
| 6M | -4.0% | +2.4% | -6.5% | -4.9% |
| YTD | +2.1% | +26.8% | -24.7% | -2.8% |
| 1Y | -4.7% | +24.7% | -29.4% | -9.1% |
| 3Y | +36.8% | +69.2% | -32.4% | +22.6% |
| 5Y | +34.9% | +45.7% | -10.9% | +23.2% |
| 10Y | +134.7% | +444.2% | -309.5% | +66.7% |
| All | +388.8% | +7,574.9% | -7,186.1% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling