+36.0%
TSM vs CVS
+5.1%
+30.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.5% | +10.3% | -2.5% |
| 7D | -10.0% | -11.1% | +1.1% | -10.1% |
| 30D | -18.5% | -7.4% | -11.1% | -18.6% |
| 3M | -4.9% | -22.9% | +18.0% | -5.1% |
| 6M | -1.0% | -1.2% | +0.2% | -2.6% |
| YTD | +31.3% | +3.9% | +27.4% | +27.6% |
| 1Y | +36.0% | +5.6% | +30.5% | +32.7% |
| All | +36.0% | +5.1% | +30.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling