+41.0%
CVS vs TFC
+98.5%
-57.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.0% | -2.5% | +0.5% | -1.2% |
| 30D | +1.9% | -2.8% | +4.7% | +2.8% |
| 3M | -2.2% | +2.1% | -4.3% | -3.0% |
| 6M | +26.7% | +10.1% | +16.6% | +22.6% |
| YTD | +22.9% | +5.4% | +17.4% | +20.1% |
| 1Y | +32.9% | +16.3% | +16.6% | +25.8% |
| 3Y | +62.3% | +95.9% | -33.6% | +27.6% |
| 5Y | +34.2% | +16.0% | +18.3% | +21.2% |
| All | +41.0% | +98.5% | -57.5% | -1.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling