+136.2%
CMS vs TMF
-81.8%
+218.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | -0.4% |
| 7D | -1.3% | -8.2% | +6.9% | -0.9% |
| 30D | +5.3% | +5.3% | -0.1% | +5.0% |
| 3M | -0.3% | -8.5% | +8.1% | 0.0% |
| 6M | -4.0% | -17.2% | +13.1% | -3.4% |
| YTD | +2.1% | -23.4% | +25.5% | +3.1% |
| 1Y | -4.7% | -30.2% | +25.5% | -3.5% |
| 3Y | +36.8% | -32.9% | +69.7% | +38.4% |
| 5Y | +34.9% | -88.5% | +123.4% | +31.4% |
| All | +136.2% | -81.8% | +218.0% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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