+34.4%
CVS vs TD
+120.6%
-86.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.3% |
| 30D | -0.3% | -1.6% | +1.3% | +0.2% |
| 3M | -1.1% | +4.6% | -5.7% | -2.9% |
| 6M | +23.7% | +26.8% | -3.1% | +13.0% |
| YTD | +23.0% | +28.3% | -5.3% | +11.7% |
| 1Y | +37.2% | +60.4% | -23.3% | +14.3% |
| 3Y | +62.4% | +125.7% | -63.3% | +15.9% |
| All | +34.4% | +120.6% | -86.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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