+136.0%
CMS vs TNA
+55.3%
+80.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | -1.1% | -2.1% | +1.0% | -1.1% |
| 30D | +6.6% | +3.1% | +3.5% | +6.0% |
| 3M | +0.8% | -20.2% | +21.0% | +2.5% |
| 6M | -3.3% | -10.0% | +6.7% | -3.1% |
| YTD | +2.7% | +30.3% | -27.6% | -1.1% |
| 1Y | -4.0% | +31.1% | -35.1% | -7.9% |
| 3Y | +37.6% | +149.4% | -111.8% | +18.3% |
| 5Y | +35.4% | -42.5% | +77.9% | +29.0% |
| 10Y | +136.0% | +46.7% | +89.3% | +71.6% |
| All | +136.0% | +55.3% | +80.8% | +71.6% |
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