+34.8%
CMS vs TLN
+710.8%
-676.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.4% | +1.7% |
| 7D | +1.7% | +11.0% | -9.3% | +1.8% |
| 30D | +6.2% | +4.9% | +1.3% | +6.2% |
| 3M | +0.6% | +4.9% | -4.3% | +0.6% |
| 6M | -1.8% | +7.1% | -8.9% | -1.7% |
| YTD | +3.8% | +0.3% | +3.5% | +3.8% |
| 1Y | -1.8% | +5.9% | -7.7% | -1.7% |
| 3Y | +39.8% | +578.5% | -538.6% | +41.3% |
| All | +34.8% | +710.8% | -676.0% | +40.7% |
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