+35.3%
CMS vs TMF
-88.4%
+123.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +7.1% | +16.3% | -9.3% | +5.4% |
| 3M | -1.3% | -2.7% | +1.4% | -1.1% |
| 6M | -2.7% | -13.2% | +10.5% | -1.4% |
| YTD | +2.6% | -16.7% | +19.3% | +4.3% |
| 1Y | -2.0% | -22.7% | +20.7% | +0.4% |
| 3Y | +39.6% | -26.1% | +65.7% | +41.7% |
| 5Y | +35.3% | -88.4% | +123.8% | +40.4% |
| All | +35.3% | -88.4% | +123.7% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling