+411.0%
TSM vs CVS
+64.7%
+346.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.3% |
| 7D | +6.0% | -1.6% | +7.6% | +5.9% |
| 30D | +4.5% | +0.4% | +4.1% | +4.6% |
| 3M | +3.1% | -0.4% | +3.5% | +3.2% |
| 6M | +30.2% | +25.1% | +5.1% | +31.4% |
| YTD | +45.2% | +23.9% | +21.3% | +46.6% |
| 1Y | +79.6% | +41.1% | +38.5% | +83.1% |
| 3Y | +411.0% | +63.6% | +347.4% | +418.3% |
| All | +411.0% | +64.7% | +346.3% | +418.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling