+60.7%
CVS vs TMF
-81.0%
+141.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | -3.4% | +15.3% | +11.6% |
| 30D | +2.8% | +11.5% | -8.7% | +3.9% |
| 3M | -3.6% | -4.5% | +0.9% | -3.9% |
| 6M | -1.6% | -15.0% | +13.3% | -2.9% |
| YTD | +16.3% | -19.9% | +36.1% | +14.2% |
| 1Y | +15.5% | -26.6% | +42.1% | +12.5% |
| 3Y | +48.1% | -29.8% | +77.9% | +46.1% |
| 5Y | +12.3% | -88.2% | +100.5% | -13.7% |
| All | +60.7% | -81.0% | +141.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling