+318.6%
CVS vs TMF
-69.2%
+387.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -7.1% | +1.2% | -8.3% | -6.9% |
| 30D | -4.0% | +19.7% | -23.7% | -2.0% |
| 3M | -12.2% | -2.1% | -10.1% | -12.3% |
| 6M | -2.2% | -13.4% | +11.3% | -3.5% |
| YTD | +8.9% | -16.7% | +25.6% | +7.0% |
| 1Y | +9.9% | -23.3% | +33.2% | +6.9% |
| 3Y | +32.1% | -24.8% | +56.9% | +30.8% |
| 5Y | +5.7% | -88.0% | +93.7% | -16.4% |
| 10Y | +39.0% | -84.7% | +123.7% | +21.9% |
| All | +318.6% | -69.2% | +387.8% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling