+41.0%
CVS vs TCOM
-10.5%
+51.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.0% | -6.5% | +4.6% | -1.5% |
| 30D | +1.9% | -16.2% | +18.1% | +3.1% |
| 3M | -2.2% | -19.3% | +17.1% | -0.9% |
| 6M | +26.7% | -27.2% | +54.0% | +29.3% |
| YTD | +22.9% | -46.2% | +69.1% | +27.8% |
| 1Y | +32.9% | -46.6% | +79.5% | +38.2% |
| 3Y | +62.3% | +8.4% | +53.9% | +58.3% |
| 5Y | +34.2% | +25.8% | +8.4% | +27.0% |
| All | +41.0% | -10.5% | +51.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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