+394.6%
CVS vs TDG
+12,839.7%
-12,445.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | -0.3% | -8.0% | +7.7% | +1.7% |
| 3M | -1.1% | -10.5% | +9.3% | +1.4% |
| 6M | +23.7% | -11.9% | +35.6% | +26.9% |
| YTD | +23.0% | -15.4% | +38.3% | +27.0% |
| 1Y | +37.2% | -14.2% | +51.4% | +40.9% |
| 3Y | +62.4% | +51.0% | +11.4% | +41.2% |
| 5Y | +31.8% | +126.5% | -94.6% | +0.9% |
| 10Y | +41.9% | +535.6% | -493.7% | -25.3% |
| All | +394.6% | +12,839.7% | -12,445.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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