-1.4%
CMS vs TMF
-22.9%
+21.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +6.3% | +19.7% | -13.4% | +2.9% |
| 3M | -2.1% | -2.1% | 0.0% | -2.0% |
| 6M | -5.1% | -13.4% | +8.4% | -2.8% |
| YTD | +1.3% | -16.7% | +18.0% | +4.5% |
| 1Y | -1.4% | -23.3% | +21.9% | +5.8% |
| All | -1.4% | -22.9% | +21.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling