+26.9%
CVS vs TMO
+22.4%
+4.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.5% |
| 7D | -2.2% | -0.6% | -1.5% | -2.2% |
| 30D | -0.1% | +1.1% | -1.2% | +0.1% |
| 3M | -5.2% | +28.3% | -33.5% | -2.9% |
| 6M | +26.9% | +23.3% | +3.6% | +27.0% |
| All | +26.9% | +22.4% | +4.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 6mo: compounded portfolio wealth divided by compounded TMO 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…
6mo analysis · Full analysis span regression · 6 months rolling