+1,643.1%
TSM vs CMS
+140.2%
+1,502.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.8% |
| 7D | +6.2% | +1.7% | +4.5% | +6.1% |
| 30D | -7.3% | +6.2% | -13.5% | -7.6% |
| 3M | -7.1% | +0.6% | -7.8% | -7.2% |
| 6M | +0.2% | -1.8% | +2.0% | +0.2% |
| YTD | +32.2% | +3.8% | +28.4% | +31.4% |
| 1Y | +42.8% | -1.8% | +44.6% | +42.6% |
| 3Y | +330.4% | +39.8% | +290.6% | +304.5% |
| 5Y | +263.9% | +37.1% | +226.8% | +238.4% |
| All | +1,643.1% | +140.2% | +1,502.9% | +1,436.5% |
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