+35.2%
CMS vs TNA
+117.1%
-81.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | +1.2% | +4.1% | -2.9% | +1.0% |
| 30D | -3.2% | -7.6% | +4.5% | -2.8% |
| 3M | -2.2% | +8.1% | -10.3% | -2.7% |
| 6M | -9.4% | +49.0% | -58.4% | -11.7% |
| YTD | +0.7% | +51.7% | -51.0% | -2.2% |
| 1Y | +0.4% | +59.6% | -59.3% | -3.1% |
| 3Y | +35.2% | +118.9% | -83.7% | +17.9% |
| All | +35.2% | +117.1% | -81.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling