+12,377.6%
TSM vs CVS
+878.6%
+11,499.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.1% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -14.3% | -0.3% | -13.9% | -14.5% |
| 3M | -7.2% | -10.3% | +3.0% | -5.1% |
| 6M | -5.1% | -4.6% | -0.5% | -5.0% |
| YTD | +28.9% | +10.7% | +18.2% | +22.7% |
| 1Y | +37.1% | +11.2% | +25.8% | +30.1% |
| 3Y | +341.5% | +43.0% | +298.4% | +271.7% |
| 5Y | +245.7% | +8.6% | +237.1% | +212.5% |
| 10Y | +1,502.2% | +52.0% | +1,450.3% | +1,136.5% |
| All | +12,377.6% | +878.6% | +11,499.0% | +3,399.7% |
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 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