+11,760.3%
CHD vs TAP
+803.5%
+10,956.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +0.4% | -6.3% | +6.7% | +1.3% |
| 30D | +11.6% | +2.7% | +8.9% | +11.1% |
| 3M | +10.7% | -3.7% | +14.4% | +11.2% |
| 6M | +20.2% | -2.0% | +22.3% | +20.5% |
| YTD | +34.5% | -12.3% | +46.9% | +36.7% |
| 1Y | +32.6% | -10.1% | +42.6% | +34.1% |
| 3Y | +29.1% | -25.3% | +54.4% | +33.3% |
| 5Y | +31.5% | -1.9% | +33.5% | +30.2% |
| 10Y | +190.9% | -47.8% | +238.7% | +203.7% |
| All | +11,760.3% | +803.5% | +10,956.8% | +8,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling