+188.3%
CHD vs TMF
-81.8%
+270.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.2% |
| 7D | +0.4% | -8.2% | +8.5% | +0.5% |
| 30D | +11.6% | +5.3% | +6.2% | +11.5% |
| 3M | +10.7% | -8.5% | +19.2% | +10.8% |
| 6M | +20.2% | -17.2% | +37.4% | +20.6% |
| YTD | +34.5% | -23.4% | +57.9% | +35.0% |
| 1Y | +32.6% | -30.2% | +62.8% | +33.2% |
| 3Y | +29.1% | -32.9% | +62.0% | +29.7% |
| 5Y | +31.5% | -88.5% | +120.1% | +27.6% |
| All | +188.3% | -81.8% | +270.2% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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