+1,598.5%
TSM vs CMS
+134.3%
+1,464.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -12.5% | +7.4% | -20.0% | -13.0% |
| 3M | -5.0% | +1.9% | -6.9% | -5.1% |
| 6M | -3.2% | -2.3% | -0.9% | -3.2% |
| YTD | +31.5% | +3.0% | +28.5% | +30.7% |
| 1Y | +35.7% | -2.8% | +38.5% | +35.6% |
| 3Y | +323.5% | +37.9% | +285.6% | +298.5% |
| 5Y | +263.4% | +34.0% | +229.4% | +239.1% |
| 10Y | +1,598.5% | +138.1% | +1,460.4% | +1,369.2% |
| All | +1,598.5% | +134.3% | +1,464.2% | +1,369.2% |
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