+379.5%
CMS vs TDY
+7,137.3%
-6,757.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | -3.6% | -10.7% | +7.1% | -1.7% |
| 3M | -1.9% | -1.3% | -0.6% | -1.9% |
| 6M | -11.0% | -10.6% | -0.4% | -9.5% |
| YTD | +0.2% | +19.6% | -19.4% | -3.5% |
| 1Y | -1.3% | +11.6% | -13.0% | -3.9% |
| 3Y | +35.9% | +45.2% | -9.3% | +25.4% |
| 5Y | +23.1% | +36.1% | -13.0% | +14.0% |
| 10Y | +117.9% | +458.8% | -340.9% | +54.3% |
| All | +379.5% | +7,137.3% | -6,757.8% | +142.3% |
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