+1,820.5%
CHD vs TCOM
+2,658.7%
-838.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -2.9% | -7.6% | +4.7% | -2.5% |
| 30D | -6.2% | -12.2% | +6.0% | -5.6% |
| 3M | +1.6% | -14.2% | +15.8% | +2.2% |
| 6M | -3.5% | -25.0% | +21.5% | -2.2% |
| YTD | +16.2% | -43.7% | +59.9% | +19.2% |
| 1Y | +3.4% | -44.5% | +47.9% | +6.1% |
| 3Y | +4.6% | +13.4% | -8.8% | +2.4% |
| 5Y | +21.1% | +26.5% | -5.3% | +15.7% |
| 10Y | +126.5% | -10.3% | +136.8% | +115.3% |
| All | +1,820.5% | +2,658.7% | -838.2% | +1,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling