+55.4%
CVS vs TNA
+99.7%
-44.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.2% |
| 7D | -2.0% | -7.6% | +5.6% | -1.2% |
| 30D | +1.9% | -13.6% | +15.5% | +3.3% |
| 3M | -2.2% | +2.8% | -5.0% | -2.7% |
| 6M | +26.7% | +34.5% | -7.8% | +21.7% |
| YTD | +22.9% | +41.0% | -18.2% | +16.9% |
| 1Y | +32.9% | +52.0% | -19.1% | +24.8% |
| All | +55.4% | +99.7% | -44.3% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling