+36.0%
TSM vs CMS
+1.4%
+34.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.6% |
| 7D | -10.0% | +4.1% | -14.0% | -8.3% |
| 30D | -18.5% | +10.9% | -29.4% | -15.0% |
| 3M | -4.9% | -0.2% | -4.6% | -4.6% |
| 6M | -1.0% | -4.7% | +3.8% | -1.7% |
| YTD | +31.3% | +3.9% | +27.4% | +30.6% |
| 1Y | +36.0% | +0.4% | +35.7% | +35.8% |
| All | +36.0% | +1.4% | +34.6% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling