+126.5%
CHD vs TMF
-86.8%
+213.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.9% | +1.0% | -3.9% | -2.9% |
| 30D | -6.2% | -1.8% | -4.4% | -6.2% |
| 3M | +1.6% | -8.2% | +9.8% | +1.7% |
| 6M | -3.5% | -19.5% | +16.0% | -3.2% |
| YTD | +16.2% | -16.0% | +32.2% | +16.5% |
| 1Y | +3.4% | -22.5% | +25.9% | +3.8% |
| 3Y | +4.6% | -42.3% | +46.9% | +5.0% |
| 5Y | +21.1% | -87.7% | +108.8% | +18.4% |
| 10Y | +126.5% | -86.5% | +213.1% | +123.2% |
| All | +126.5% | -86.8% | +213.4% | +123.2% |
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