+75.4%
TSM vs CVS
+37.5%
+37.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.8% | -1.9% | +6.7% | +4.8% |
| 30D | +4.0% | -0.3% | +4.3% | +4.1% |
| 3M | +2.0% | -1.1% | +3.1% | +1.9% |
| 6M | +25.5% | +23.7% | +1.8% | +22.8% |
| YTD | +44.0% | +23.0% | +21.0% | +40.0% |
| 1Y | +75.4% | +37.2% | +38.3% | +64.4% |
| All | +75.4% | +37.5% | +37.9% | +64.4% |
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