+125.4%
CHD vs TCOM
-9.8%
+135.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -4.5% | -4.9% | +0.4% | -4.5% |
| 30D | -6.7% | -14.4% | +7.7% | -6.7% |
| 3M | -2.7% | -17.7% | +14.9% | -2.7% |
| 6M | -4.9% | -25.1% | +20.2% | -5.0% |
| YTD | +13.3% | -45.7% | +59.1% | +13.3% |
| 1Y | +1.0% | -47.9% | +48.9% | +0.9% |
| 3Y | +1.3% | +8.9% | -7.6% | +1.3% |
| 5Y | +20.8% | +26.9% | -6.0% | +21.3% |
| All | +125.4% | -9.8% | +135.2% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling