+31.0%
CHD vs TAP
+4.4%
+26.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +1.7% |
| 7D | +6.9% | +9.9% | -3.0% | +3.8% |
| 30D | +17.1% | +18.1% | -1.0% | +11.4% |
| 3M | +9.1% | +3.2% | +5.9% | +7.8% |
| 6M | +21.4% | +8.4% | +12.9% | +18.2% |
| YTD | +34.9% | -4.4% | +39.3% | +34.2% |
| 1Y | +31.0% | +3.2% | +27.8% | +29.7% |
| All | +31.0% | +4.4% | +26.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling