+34.2%
CVS vs TXG
-64.0%
+98.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -2.0% | +5.0% | -7.0% | -2.2% |
| 30D | +1.9% | +13.5% | -11.6% | +1.3% |
| 3M | -2.2% | +128.0% | -130.2% | -6.0% |
| 6M | +26.7% | +224.4% | -197.7% | +19.3% |
| YTD | +22.9% | +307.0% | -284.1% | +14.3% |
| 1Y | +32.9% | +427.2% | -394.3% | +21.7% |
| 3Y | +62.3% | +40.2% | +22.1% | +54.9% |
| 5Y | +34.2% | -64.0% | +98.3% | +21.2% |
| All | +34.2% | -64.0% | +98.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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