+389.7%
TPR vs CMS
+127.7%
+262.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | +12.7% | -0.9% | +13.6% | +13.1% |
| 30D | +17.1% | +7.1% | +10.0% | +14.1% |
| 3M | -15.9% | -1.3% | -14.6% | -15.6% |
| 6M | +2.6% | -2.7% | +5.3% | +3.3% |
| YTD | +7.5% | +2.6% | +4.9% | +5.8% |
| 1Y | +32.9% | -2.0% | +34.9% | +33.1% |
| 3Y | +413.8% | +39.6% | +374.2% | +338.1% |
| 5Y | +263.9% | +35.3% | +228.5% | +204.9% |
| 10Y | +389.7% | +132.3% | +257.4% | +305.3% |
| All | +389.7% | +127.7% | +262.0% | +305.3% |
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