+88.1%
CVS vs TXG
+21.5%
+66.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.9% |
| 7D | -1.6% | +9.4% | -10.9% | -1.9% |
| 30D | +0.4% | +26.1% | -25.7% | -0.7% |
| 3M | -0.4% | +124.8% | -125.2% | -4.3% |
| 6M | +25.1% | +215.2% | -190.1% | +18.0% |
| YTD | +23.9% | +302.2% | -278.3% | +15.4% |
| 1Y | +41.1% | +370.9% | -329.9% | +29.9% |
| 3Y | +63.6% | +38.5% | +25.1% | +56.4% |
| 5Y | +31.5% | -64.4% | +95.9% | +27.9% |
| All | +88.1% | +21.5% | +66.6% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling