+31.4%
CMS vs TLN
+630.2%
-598.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | +6.3% | -10.5% | +16.8% | +6.3% |
| 3M | -2.1% | +0.1% | -2.2% | -2.1% |
| 6M | -5.1% | -17.4% | +12.3% | -5.2% |
| YTD | +1.3% | -9.7% | +10.9% | +1.1% |
| 1Y | -1.4% | -12.3% | +10.9% | -1.5% |
| 3Y | +36.9% | +528.3% | -491.3% | +38.6% |
| All | +31.4% | +630.2% | -598.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling