+386.6%
TMO vs CMS
+140.2%
+246.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | +4.0% | +6.2% | -2.2% | +1.9% |
| 3M | +17.6% | +0.6% | +17.0% | +17.1% |
| 6M | +57.3% | -1.8% | +59.0% | +57.7% |
| YTD | +21.2% | +3.8% | +17.3% | +18.7% |
| 1Y | +21.1% | -1.8% | +22.9% | +20.9% |
| 3Y | +58.8% | +39.8% | +19.0% | +37.9% |
| 5Y | +11.8% | +37.1% | -25.3% | -2.9% |
| All | +386.6% | +140.2% | +246.4% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling