+379.1%
TPR vs CMS
+125.4%
+253.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +14.2% | -1.3% | +15.5% | +14.8% |
| 30D | +17.1% | +6.3% | +10.8% | +14.4% |
| 3M | -17.7% | -2.1% | -15.7% | -17.2% |
| 6M | -10.2% | -5.1% | -5.1% | -8.7% |
| YTD | +4.9% | +1.3% | +3.7% | +3.8% |
| 1Y | +36.1% | -1.4% | +37.5% | +35.9% |
| 3Y | +416.5% | +36.9% | +379.5% | +344.0% |
| 5Y | +254.8% | +32.5% | +222.2% | +200.4% |
| All | +379.1% | +125.4% | +253.7% | +302.7% |
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 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