+777.5%
CVS vs TCOM
+2,658.7%
-1,881.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.6% | -7.6% | +6.1% | -0.9% |
| 30D | +0.4% | -12.2% | +12.6% | +1.6% |
| 3M | -0.4% | -14.2% | +13.8% | +0.8% |
| 6M | +25.1% | -25.0% | +50.1% | +28.2% |
| YTD | +23.9% | -43.7% | +67.6% | +30.1% |
| 1Y | +41.1% | -44.5% | +85.6% | +48.2% |
| 3Y | +63.6% | +13.4% | +50.2% | +57.7% |
| 5Y | +31.5% | +26.5% | +5.1% | +21.2% |
| 10Y | +40.5% | -10.3% | +50.8% | +29.2% |
| All | +777.5% | +2,658.7% | -1,881.2% | +466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling