+5.7%
CVS vs TT
+129.2%
-123.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.7% |
| 7D | -7.1% | -2.0% | -5.1% | -6.7% |
| 30D | -4.0% | -14.0% | +10.0% | -1.6% |
| 3M | -12.2% | -15.9% | +3.6% | -9.8% |
| 6M | -2.2% | -17.3% | +15.1% | +0.6% |
| YTD | +8.9% | +4.0% | +4.9% | +6.8% |
| 1Y | +9.9% | -7.1% | +17.0% | +10.1% |
| 3Y | +32.1% | +90.2% | -58.1% | +7.0% |
| All | +5.7% | +129.2% | -123.5% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling