+32.2%
CVS vs TNA
-23.3%
+55.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -2.2% | -7.3% | +5.1% | -1.3% |
| 30D | -0.1% | -14.2% | +14.1% | +1.6% |
| 3M | -5.2% | -4.6% | -0.6% | -5.0% |
| 6M | +26.9% | +36.9% | -10.0% | +21.2% |
| YTD | +22.1% | +42.5% | -20.5% | +15.6% |
| 1Y | +30.8% | +45.8% | -15.0% | +22.9% |
| 3Y | +54.4% | +104.7% | -50.3% | +33.3% |
| All | +32.2% | -23.3% | +55.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling