+43.5%
TSM vs CVS
+18.3%
+25.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | +4.4% | +12.0% | -7.5% | +4.6% |
| 30D | -7.0% | +2.8% | -9.7% | -6.9% |
| 3M | -1.8% | -3.6% | +1.8% | -1.9% |
| 6M | +2.7% | -1.6% | +4.3% | +2.2% |
| YTD | +37.1% | +16.3% | +20.8% | +32.3% |
| 1Y | +43.5% | +15.5% | +27.9% | +38.7% |
| All | +43.5% | +18.3% | +25.2% | +38.7% |
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