+35.2%
CMS vs TW
+21.9%
+13.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | +1.2% | -3.5% | +4.7% | +1.5% |
| 30D | -3.2% | +0.5% | -3.7% | -3.2% |
| 3M | -2.2% | +4.9% | -7.1% | -2.5% |
| 6M | -9.4% | -17.1% | +7.7% | -8.2% |
| YTD | +0.7% | -3.9% | +4.5% | +0.7% |
| 1Y | +0.4% | -13.3% | +13.6% | +1.2% |
| 3Y | +35.2% | +20.9% | +14.3% | +34.5% |
| All | +35.2% | +21.9% | +13.3% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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