+1,760.0%
CVS vs TFC
+2,523.9%
-763.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -2.6% | +1.7% | -4.3% | -3.2% |
| 30D | +4.0% | +9.0% | -5.0% | +1.6% |
| 3M | -6.3% | -2.1% | -4.2% | -6.0% |
| 6M | -0.4% | +3.4% | -3.7% | -1.7% |
| YTD | +15.6% | +5.3% | +10.3% | +13.2% |
| 1Y | +18.3% | +16.2% | +2.2% | +13.0% |
| 3Y | +47.3% | +94.8% | -47.5% | +21.2% |
| 5Y | +13.2% | -0.7% | +13.8% | +7.7% |
| 10Y | +57.2% | +80.9% | -23.7% | +22.9% |
| All | +1,760.0% | +2,523.9% | -763.9% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling