+4.6%
CHD vs TAP
-31.5%
+36.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | -6.2% | -9.4% | +3.2% | -3.9% |
| 3M | +1.6% | -0.8% | +2.4% | +1.7% |
| 6M | -3.5% | -14.7% | +11.2% | -0.2% |
| YTD | +16.2% | -13.9% | +30.2% | +19.7% |
| 1Y | +3.4% | -18.6% | +22.0% | +7.7% |
| 3Y | +4.6% | -32.0% | +36.6% | +12.0% |
| All | +4.6% | -31.5% | +36.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling