+33.2%
CMS vs TLN
+683.0%
-649.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | +0.6% |
| 7D | -0.9% | +9.1% | -10.0% | -0.9% |
| 30D | +7.1% | -4.1% | +11.1% | +7.1% |
| 3M | -1.3% | +4.4% | -5.7% | -1.3% |
| 6M | -2.7% | -6.0% | +3.4% | -2.7% |
| YTD | +2.6% | -3.1% | +5.7% | +2.6% |
| 1Y | -2.0% | -6.1% | +4.1% | -2.1% |
| 3Y | +39.6% | +575.3% | -535.7% | +41.4% |
| All | +33.2% | +683.0% | -649.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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