+273.1%
TSM vs CMS
+23.4%
+249.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.8% |
| 7D | +2.7% | +0.4% | +2.4% | +2.8% |
| 30D | +3.6% | -3.6% | +7.2% | +3.0% |
| 3M | -3.4% | -1.9% | -1.5% | -3.7% |
| 6M | +20.6% | -11.0% | +31.6% | +18.9% |
| YTD | +41.9% | +0.2% | +41.7% | +41.9% |
| 1Y | +84.4% | -1.3% | +85.7% | +84.1% |
| 3Y | +380.2% | +35.9% | +344.3% | +384.0% |
| All | +273.1% | +23.4% | +249.7% | +273.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling