+41.9%
CVS vs TMF
-86.2%
+128.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.9% |
| 7D | -1.9% | -0.9% | -1.0% | -2.0% |
| 30D | -0.3% | -1.0% | +0.7% | -0.4% |
| 3M | -1.1% | -11.3% | +10.2% | -2.1% |
| 6M | +23.7% | -22.7% | +46.4% | +20.9% |
| YTD | +23.0% | -17.3% | +40.3% | +21.0% |
| 1Y | +37.2% | -22.5% | +59.6% | +34.2% |
| 3Y | +62.4% | -43.2% | +105.7% | +56.3% |
| 5Y | +31.8% | -88.3% | +120.1% | +1.5% |
| 10Y | +41.9% | -86.0% | +127.9% | +21.8% |
| All | +41.9% | -86.2% | +128.1% | +21.8% |
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