+178.2%
CHD vs TMF
-83.0%
+261.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +13.5% | +16.3% | -2.9% | +13.1% |
| 3M | +8.1% | -2.7% | +10.8% | +8.2% |
| 6M | +19.9% | -13.2% | +33.0% | +20.1% |
| YTD | +34.0% | -16.7% | +50.7% | +34.3% |
| 1Y | +29.8% | -22.7% | +52.5% | +30.2% |
| 3Y | +28.7% | -26.1% | +54.8% | +29.1% |
| 5Y | +31.8% | -88.4% | +120.2% | +27.6% |
| 10Y | +178.2% | -81.8% | +260.0% | +169.6% |
| All | +178.2% | -83.0% | +261.2% | +169.6% |
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