+1,410.4%
TSM vs CMS
+125.4%
+1,285.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.5% |
| 7D | -7.6% | -1.3% | -6.2% | -7.5% |
| 30D | -20.5% | +6.3% | -26.8% | -20.9% |
| 3M | -10.0% | -2.1% | -7.9% | -9.9% |
| 6M | -10.1% | -5.1% | -5.0% | -9.9% |
| YTD | +24.5% | +1.3% | +23.3% | +23.9% |
| 1Y | +31.2% | -1.4% | +32.6% | +30.8% |
| 3Y | +322.0% | +36.9% | +285.0% | +296.0% |
| 5Y | +245.3% | +32.5% | +212.7% | +221.3% |
| All | +1,410.4% | +125.4% | +1,285.0% | +1,172.1% |
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