+4.8%
TLT vs CMS
+37.7%
-32.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | +4.1% | +6.6% | -2.5% | +2.6% |
| 3M | -0.4% | +0.8% | -1.2% | -0.6% |
| 6M | -3.2% | -3.3% | +0.2% | -2.7% |
| YTD | -3.5% | +2.7% | -6.2% | -4.6% |
| 1Y | -5.8% | -4.0% | -1.8% | -5.2% |
| All | +4.8% | +37.7% | -32.9% | -5.7% |
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