+1,681.4%
CVS vs TT
+15,147.4%
-13,466.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.4% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | -0.3% | -11.8% | +11.5% | +2.8% |
| 3M | -10.3% | -12.6% | +2.3% | -7.3% |
| 6M | -4.6% | -9.4% | +4.8% | -2.8% |
| YTD | +10.7% | +8.8% | +1.9% | +6.9% |
| 1Y | +11.2% | -2.5% | +13.8% | +10.6% |
| 3Y | +43.0% | +95.7% | -52.6% | +14.7% |
| 5Y | +8.6% | +135.7% | -127.1% | -18.7% |
| 10Y | +52.0% | +750.6% | -698.7% | -21.7% |
| All | +1,681.4% | +15,147.4% | -13,466.0% | +265.2% |
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