+33.1%
CVS vs TKO
+289.8%
-256.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +1.9% | -2.6% | +4.5% | +2.1% |
| 3M | -2.2% | -7.8% | +5.6% | -1.7% |
| 6M | +26.7% | -7.0% | +33.8% | +27.2% |
| YTD | +22.9% | -8.5% | +31.4% | +23.4% |
| 1Y | +32.9% | -1.3% | +34.2% | +32.6% |
| 3Y | +62.3% | +105.0% | -42.7% | +51.7% |
| All | +33.1% | +289.8% | -256.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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