+1,907.2%
CVS vs TT
+16,138.6%
-14,231.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.4% | -7.4% | +5.0% | -0.4% |
| 3M | +2.7% | -3.2% | +5.9% | +3.1% |
| 6M | +21.9% | +1.1% | +20.8% | +20.7% |
| YTD | +24.7% | +15.6% | +9.1% | +18.8% |
| 1Y | +35.4% | +9.2% | +26.3% | +30.7% |
| 3Y | +65.2% | +124.4% | -59.2% | +27.5% |
| 5Y | +30.5% | +138.0% | -107.5% | -2.3% |
| 10Y | +40.4% | +886.4% | -846.0% | -30.4% |
| All | +1,907.2% | +16,138.6% | -14,231.5% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling