+2,978.7%
CHD vs TKO
+1,406.3%
+1,572.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -4.2% | +0.7% | -4.8% | -4.2% |
| 30D | -7.6% | +0.9% | -8.4% | -7.7% |
| 3M | -1.6% | -6.2% | +4.6% | -1.2% |
| 6M | -6.3% | -5.6% | -0.7% | -6.1% |
| YTD | +14.6% | -7.8% | +22.4% | +15.0% |
| 1Y | +1.6% | -1.2% | +2.8% | +1.4% |
| 3Y | +3.1% | +106.5% | -103.4% | -3.5% |
| 5Y | +21.1% | +310.4% | -289.3% | +6.6% |
| 10Y | +128.6% | +987.5% | -858.9% | +82.8% |
| All | +2,978.7% | +1,406.3% | +1,572.4% | +1,987.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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