+9.1%
TE vs CMS
+39.2%
-30.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -2.7% |
| 7D | -19.1% | +1.7% | -20.8% | -18.8% |
| 30D | -34.1% | +6.2% | -40.3% | -33.4% |
| 3M | -60.1% | +0.6% | -60.8% | -60.1% |
| 6M | -66.0% | -1.8% | -64.2% | -66.2% |
| YTD | -71.4% | +3.8% | -75.3% | -72.2% |
| 1Y | -45.3% | -1.8% | -43.5% | -46.0% |
| 3Y | +9.1% | +39.8% | -30.7% | -24.5% |
| All | +9.1% | +39.2% | -30.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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