+13,634.3%
TSM vs CVS
+1,002.6%
+12,631.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | +2.7% | +4.0% | -1.2% | +1.6% |
| 30D | +3.6% | -2.4% | +6.0% | +4.1% |
| 3M | -3.4% | +2.7% | -6.0% | -4.5% |
| 6M | +20.6% | +21.9% | -1.3% | +13.2% |
| YTD | +41.9% | +24.7% | +17.1% | +31.4% |
| 1Y | +84.4% | +35.4% | +48.9% | +66.3% |
| 3Y | +380.2% | +65.2% | +315.0% | +289.9% |
| 5Y | +275.3% | +30.5% | +244.8% | +222.9% |
| 10Y | +1,751.4% | +40.4% | +1,711.0% | +1,378.3% |
| All | +13,634.3% | +1,002.6% | +12,631.7% | +3,648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling