+952.1%
CMS vs TMF
-69.1%
+1,021.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.7% | +2.7% | -1.0% | +1.7% |
| 30D | +8.6% | +19.3% | -10.7% | +8.7% |
| 3M | -0.5% | -3.7% | +3.2% | -0.5% |
| 6M | -4.2% | -11.3% | +7.1% | -4.2% |
| YTD | +3.4% | -16.6% | +20.0% | +3.3% |
| 1Y | +0.4% | -21.1% | +21.6% | +0.3% |
| 3Y | +38.2% | -26.8% | +65.0% | +38.3% |
| 5Y | +35.4% | -88.0% | +123.4% | +26.9% |
| 10Y | +131.7% | -84.7% | +216.4% | +120.2% |
| All | +952.1% | -69.1% | +1,021.3% | +1,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling