+115.4%
CMS vs TMF
-86.8%
+202.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -3.6% | -2.8% | -0.8% | -3.5% |
| 3M | -1.9% | -10.9% | +9.0% | -1.5% |
| 6M | -11.0% | -21.3% | +10.3% | -10.2% |
| YTD | +0.2% | -15.9% | +16.1% | +0.8% |
| 1Y | -1.3% | -15.7% | +14.4% | -0.7% |
| 3Y | +35.9% | -43.4% | +79.3% | +37.4% |
| 5Y | +23.1% | -87.8% | +110.8% | +21.2% |
| All | +115.4% | -86.8% | +202.2% | +103.6% |
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