+13,171.6%
TSM vs CMS
+368.0%
+12,803.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.4% | -1.1% | +5.6% | +4.7% |
| 30D | -7.0% | +6.6% | -13.5% | -8.7% |
| 3M | -1.8% | +0.8% | -2.6% | -2.2% |
| 6M | +2.7% | -3.3% | +6.0% | +2.9% |
| YTD | +37.1% | +2.7% | +34.4% | +35.0% |
| 1Y | +43.5% | -4.0% | +47.5% | +43.7% |
| 3Y | +341.5% | +37.6% | +303.9% | +293.4% |
| 5Y | +278.9% | +35.4% | +243.4% | +233.6% |
| 10Y | +1,641.8% | +136.0% | +1,505.8% | +1,159.8% |
| All | +13,171.6% | +368.0% | +12,803.6% | +4,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling