+41.9%
CVS vs TAP
-51.4%
+93.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.9% | -5.1% | +3.2% | -0.5% |
| 30D | -0.3% | -8.4% | +8.1% | +2.1% |
| 3M | -1.1% | -3.9% | +2.8% | -0.3% |
| 6M | +23.7% | -14.4% | +38.1% | +28.6% |
| YTD | +23.0% | -14.7% | +37.7% | +27.7% |
| 1Y | +37.2% | -18.7% | +55.8% | +43.9% |
| 3Y | +62.4% | -32.6% | +95.1% | +77.3% |
| 5Y | +31.8% | -1.4% | +33.2% | +24.5% |
| 10Y | +41.9% | -50.4% | +92.3% | +37.4% |
| All | +41.9% | -51.4% | +93.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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