+70.1%
TXN vs CVS
+62.0%
+8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.0% | -2.0% | +3.9% | +2.2% |
| 30D | -8.0% | +1.9% | -9.9% | -8.3% |
| 3M | -7.8% | -2.2% | -5.6% | -7.6% |
| 6M | +32.4% | +26.7% | +5.7% | +27.1% |
| YTD | +51.7% | +22.9% | +28.8% | +45.8% |
| 1Y | +44.3% | +32.9% | +11.4% | +37.3% |
| All | +70.1% | +62.0% | +8.1% | +55.6% |
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