+31.9%
CVS vs TT
+140.2%
-108.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | -2.4% | -7.2% | +4.8% | -1.1% |
| 3M | +2.7% | -3.0% | +5.6% | +2.9% |
| 6M | +21.9% | +1.4% | +20.5% | +21.0% |
| YTD | +24.7% | +15.9% | +8.9% | +20.5% |
| 1Y | +35.4% | +9.4% | +26.0% | +32.0% |
| 3Y | +65.2% | +124.4% | -59.2% | +30.5% |
| All | +31.9% | +140.2% | -108.3% | -5.9% |
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