+42.9%
CVS vs TT
+910.7%
-867.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | +1.6% | -3.1% | -2.0% |
| 30D | +0.4% | -7.3% | +7.7% | +2.5% |
| 3M | -0.4% | -2.6% | +2.2% | -0.1% |
| 6M | +25.1% | +5.9% | +19.3% | +22.0% |
| YTD | +23.9% | +15.4% | +8.5% | +17.4% |
| 1Y | +41.1% | +8.2% | +32.8% | +35.9% |
| 3Y | +63.6% | +122.7% | -59.0% | +19.1% |
| 5Y | +31.5% | +145.0% | -113.4% | -9.7% |
| All | +42.9% | +910.7% | -867.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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