+13,171.6%
TSM vs CVS
+927.6%
+12,244.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +4.4% | +12.0% | -7.5% | +1.3% |
| 30D | -7.0% | +2.8% | -9.7% | -8.0% |
| 3M | -1.8% | -3.6% | +1.8% | -1.5% |
| 6M | +2.7% | -1.6% | +4.3% | +2.0% |
| YTD | +37.1% | +16.3% | +20.8% | +28.8% |
| 1Y | +43.5% | +15.5% | +27.9% | +34.9% |
| 3Y | +341.5% | +48.1% | +293.4% | +268.4% |
| 5Y | +278.9% | +12.3% | +266.5% | +239.7% |
| 10Y | +1,641.8% | +62.7% | +1,579.1% | +1,218.7% |
| All | +13,171.6% | +927.6% | +12,244.0% | +3,573.3% |
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 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