+1,184.5%
CMS vs TNA
+790.3%
+394.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | -1.3% | +7.7% | -9.0% | -2.2% |
| 30D | +5.3% | -0.7% | +6.0% | +5.0% |
| 3M | -0.3% | -25.4% | +25.0% | +2.7% |
| 6M | -4.0% | -11.8% | +7.8% | -3.6% |
| YTD | +2.1% | +23.9% | -21.8% | -2.3% |
| 1Y | -4.7% | +25.6% | -30.3% | -9.2% |
| 3Y | +36.8% | +137.1% | -100.3% | +13.7% |
| 5Y | +34.9% | -45.4% | +80.3% | +27.3% |
| 10Y | +134.7% | +39.5% | +95.2% | +61.4% |
| All | +1,184.5% | +790.3% | +394.2% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling