+20,639.1%
TXN vs CVS
+1,906.7%
+18,732.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +2.7% | -1.9% | +4.6% | +3.2% |
| 30D | -6.7% | -0.3% | -6.4% | -6.8% |
| 3M | -8.9% | -1.1% | -7.8% | -8.9% |
| 6M | +34.7% | +23.7% | +11.0% | +26.3% |
| YTD | +53.3% | +23.0% | +30.3% | +43.3% |
| 1Y | +45.0% | +37.2% | +7.9% | +31.2% |
| 3Y | +73.1% | +62.4% | +10.7% | +44.4% |
| 5Y | +59.9% | +31.8% | +28.1% | +40.1% |
| 10Y | +415.7% | +41.9% | +373.8% | +326.5% |
| All | +20,639.1% | +1,906.7% | +18,732.4% | +7,341.6% |
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 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