+379.6%
CVS vs TMF
-68.9%
+448.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.4% |
| 7D | +4.0% | -1.4% | +5.4% | +3.8% |
| 30D | -2.4% | -2.8% | +0.4% | -2.7% |
| 3M | +2.7% | -10.9% | +13.6% | +1.4% |
| 6M | +21.9% | -21.3% | +43.2% | +18.9% |
| YTD | +24.7% | -15.9% | +40.6% | +22.6% |
| 1Y | +35.4% | -15.7% | +51.2% | +33.3% |
| 3Y | +65.2% | -43.4% | +108.5% | +58.1% |
| 5Y | +30.5% | -87.8% | +118.3% | +3.8% |
| 10Y | +40.4% | -86.7% | +127.1% | +20.7% |
| All | +379.6% | -68.9% | +448.4% | +403.6% |
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