+41.0%
CVS vs TSN
-5.9%
+46.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -2.0% | +1.4% | -3.3% | -2.3% |
| 30D | +1.9% | -6.2% | +8.1% | +3.4% |
| 3M | -2.2% | -5.7% | +3.5% | -1.0% |
| 6M | +26.7% | -11.4% | +38.1% | +29.8% |
| YTD | +22.9% | -8.2% | +31.1% | +24.3% |
| 1Y | +32.9% | -2.0% | +34.9% | +32.0% |
| 3Y | +62.3% | +11.9% | +50.4% | +54.1% |
| 5Y | +34.2% | -17.8% | +52.0% | +36.8% |
| All | +41.0% | -5.9% | +46.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling