+371.7%
TPR vs CMS
+137.8%
+234.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.4% | -1.1% | +7.5% | +6.9% |
| 30D | +13.8% | +6.6% | +7.2% | +11.0% |
| 3M | -16.6% | +0.8% | -17.4% | -17.0% |
| 6M | +0.7% | -3.3% | +4.0% | +1.6% |
| YTD | +5.3% | +2.7% | +2.6% | +3.6% |
| 1Y | +32.4% | -4.0% | +36.4% | +33.6% |
| 3Y | +406.4% | +37.6% | +368.8% | +334.3% |
| 5Y | +227.9% | +35.4% | +192.5% | +174.8% |
| 10Y | +371.7% | +136.0% | +235.7% | +287.5% |
| All | +371.7% | +137.8% | +234.0% | +287.5% |
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