+31.8%
CVS vs TFC
+14.8%
+17.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -0.3% | -2.3% | +2.0% | +0.2% |
| 3M | -1.1% | +2.5% | -3.6% | -1.8% |
| 6M | +23.7% | +9.5% | +14.2% | +20.7% |
| YTD | +23.0% | +5.1% | +17.9% | +20.9% |
| 1Y | +37.2% | +15.5% | +21.7% | +31.5% |
| 3Y | +62.4% | +95.2% | -32.7% | +34.6% |
| 5Y | +31.8% | +14.5% | +17.3% | +23.9% |
| All | +31.8% | +14.8% | +17.1% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling