+326.1%
TPR vs CMS
+117.1%
+209.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -23.0% | -3.6% | -19.4% | -22.0% |
| 3M | -12.5% | -1.9% | -10.6% | -12.1% |
| 6M | -21.4% | -11.0% | -10.5% | -18.2% |
| YTD | -3.5% | +0.2% | -3.7% | -4.1% |
| 1Y | +17.4% | -1.3% | +18.7% | +17.1% |
| 3Y | +291.3% | +35.9% | +255.3% | +237.3% |
| 5Y | +241.9% | +23.1% | +218.8% | +199.9% |
| All | +326.1% | +117.1% | +209.0% | +250.2% |
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