+35.4%
CVS vs TNA
+70.0%
-34.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | -2.4% | -4.9% | +2.5% | -2.1% |
| 3M | +2.7% | +0.4% | +2.3% | +2.4% |
| 6M | +21.9% | +32.5% | -10.7% | +18.5% |
| YTD | +24.7% | +53.7% | -29.0% | +19.1% |
| 1Y | +35.4% | +65.1% | -29.7% | +28.6% |
| All | +35.4% | +70.0% | -34.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling