+322.0%
TSM vs CMS
+35.4%
+286.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +5.3% |
| 7D | -7.6% | -1.3% | -6.2% | -8.1% |
| 30D | -20.5% | +6.3% | -26.8% | -18.2% |
| 3M | -10.0% | -2.1% | -7.9% | -10.5% |
| 6M | -10.1% | -5.1% | -5.0% | -11.5% |
| YTD | +24.5% | +1.3% | +23.3% | +26.2% |
| 1Y | +31.2% | -1.4% | +32.6% | +31.7% |
| 3Y | +322.0% | +36.9% | +285.0% | +361.5% |
| All | +322.0% | +35.4% | +286.6% | +361.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling