+236.4%
TSM vs CMS
+32.6%
+203.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +5.9% |
| 7D | -7.6% | -1.3% | -6.2% | -7.8% |
| 30D | -20.5% | +6.3% | -26.8% | -19.6% |
| 3M | -10.0% | -2.1% | -7.9% | -10.2% |
| 6M | -10.1% | -5.1% | -5.0% | -10.6% |
| YTD | +24.5% | +1.3% | +23.3% | +24.9% |
| 1Y | +31.2% | -1.4% | +32.6% | +31.2% |
| 3Y | +322.0% | +36.9% | +285.0% | +325.8% |
| All | +236.4% | +32.6% | +203.8% | +239.0% |
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