+1,815.4%
TSM vs CVS
+40.0%
+1,775.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +4.8% | -1.9% | +6.7% | +5.1% |
| 30D | +4.0% | -0.3% | +4.3% | +4.0% |
| 3M | +2.0% | -1.1% | +3.1% | +1.9% |
| 6M | +25.5% | +23.7% | +1.8% | +20.9% |
| YTD | +44.0% | +23.0% | +21.0% | +38.4% |
| 1Y | +75.4% | +37.2% | +38.3% | +65.4% |
| 3Y | +406.7% | +62.4% | +344.3% | +351.5% |
| 5Y | +285.0% | +31.8% | +253.2% | +259.0% |
| 10Y | +1,815.4% | +41.9% | +1,773.5% | +1,544.8% |
| All | +1,815.4% | +40.0% | +1,775.3% | +1,544.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling