+52.0%
CVS vs TMF
-83.0%
+135.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.7% | +0.6% | -4.3% | -3.6% |
| 30D | -0.3% | +16.3% | -16.7% | +1.1% |
| 3M | -10.3% | -2.7% | -7.6% | -10.4% |
| 6M | -4.6% | -13.2% | +8.6% | -5.7% |
| YTD | +10.7% | -16.7% | +27.4% | +9.1% |
| 1Y | +11.2% | -22.7% | +34.0% | +8.8% |
| 3Y | +43.0% | -26.1% | +69.1% | +41.8% |
| 5Y | +8.6% | -88.4% | +97.1% | -17.2% |
| 10Y | +52.0% | -81.8% | +133.8% | +33.0% |
| All | +52.0% | -83.0% | +135.0% | +33.0% |
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