+356.2%
TPR vs CMS
+140.2%
+216.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.8% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | +15.1% | +6.2% | +8.9% | +12.5% |
| 3M | +3.5% | +0.6% | +2.9% | +3.2% |
| 6M | +0.4% | -1.8% | +2.2% | +0.7% |
| YTD | +4.6% | +3.8% | +0.8% | +2.5% |
| 1Y | +33.1% | -1.8% | +34.9% | +33.1% |
| 3Y | +396.0% | +39.8% | +356.2% | +322.6% |
| 5Y | +230.3% | +37.1% | +193.2% | +175.3% |
| All | +356.2% | +140.2% | +216.0% | +269.4% |
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