+5.6%
CVS vs TFC
+20.8%
-15.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.0% | -15.5% | -12.8% |
| 7D | -11.1% | +5.1% | -16.2% | -11.7% |
| 30D | -7.4% | +9.8% | -17.2% | -8.9% |
| 3M | -22.9% | -2.4% | -20.4% | -22.6% |
| 6M | -1.2% | +4.9% | -6.1% | -1.5% |
| YTD | +3.9% | +6.6% | -2.7% | +2.4% |
| 1Y | +5.6% | +21.3% | -15.8% | +2.8% |
| All | +5.6% | +20.8% | -15.2% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling