+125.4%
CHD vs TDY
+479.2%
-353.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -4.5% | -1.1% | -3.3% | -4.3% |
| 30D | -6.7% | -12.0% | +5.3% | -5.1% |
| 3M | -2.7% | -3.2% | +0.5% | -2.4% |
| 6M | -4.9% | -7.9% | +2.9% | -4.1% |
| YTD | +13.3% | +18.2% | -4.9% | +10.3% |
| 1Y | +1.0% | +6.7% | -5.7% | -0.4% |
| 3Y | +1.3% | +47.5% | -46.2% | -5.1% |
| 5Y | +20.8% | +39.5% | -18.7% | +13.1% |
| All | +125.4% | +479.2% | -353.8% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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