+1,503.8%
CVS vs TD
+8,075.2%
-6,571.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.6% | +1.1% | +5.4% | +6.2% |
| 30D | -0.4% | +5.2% | -5.7% | -2.4% |
| 3M | -5.3% | +1.2% | -6.5% | -6.1% |
| 6M | -7.7% | +17.7% | -25.5% | -13.3% |
| YTD | +16.0% | +34.2% | -18.2% | +3.9% |
| 1Y | +16.2% | +55.4% | -39.2% | -1.2% |
| 3Y | +47.6% | +130.4% | -82.8% | +8.2% |
| 5Y | +12.3% | +101.8% | -89.5% | -14.4% |
| 10Y | +62.4% | +301.9% | -239.5% | -3.6% |
| All | +1,503.8% | +8,075.2% | -6,571.4% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling