+1,907.2%
CVS vs TSN
+890.5%
+1,016.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.0% | -6.3% | +10.3% | +5.2% |
| 30D | -2.4% | -10.8% | +8.4% | -0.4% |
| 3M | +2.7% | -8.8% | +11.4% | +4.2% |
| 6M | +21.9% | -16.8% | +38.7% | +25.6% |
| YTD | +24.7% | -10.0% | +34.7% | +26.5% |
| 1Y | +35.4% | -5.3% | +40.7% | +35.8% |
| 3Y | +65.2% | +8.5% | +56.7% | +60.5% |
| 5Y | +30.5% | -22.9% | +53.5% | +34.1% |
| 10Y | +40.4% | -12.6% | +53.0% | +37.0% |
| All | +1,907.2% | +890.5% | +1,016.7% | +920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling