+122.2%
CMS vs TNA
+74.0%
+48.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.5% |
| 7D | +0.2% | -3.6% | +3.8% | +0.5% |
| 30D | -1.3% | -10.1% | +8.8% | -0.4% |
| 3M | -5.4% | +2.7% | -8.1% | -5.9% |
| 6M | -10.3% | +38.4% | -48.7% | -13.6% |
| YTD | -0.2% | +45.4% | -45.7% | -4.6% |
| 1Y | -0.9% | +55.9% | -56.8% | -6.3% |
| 3Y | +34.0% | +109.8% | -75.9% | +17.6% |
| 5Y | +23.6% | -22.5% | +46.1% | +14.1% |
| 10Y | +122.2% | +87.5% | +34.7% | +56.0% |
| All | +122.2% | +74.0% | +48.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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