+35.1%
CHD vs TMF
-30.5%
+65.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +3.6% | -9.3% | +12.9% | +5.5% |
| 30D | +10.4% | +1.9% | +8.5% | +10.2% |
| 3M | +12.2% | -11.2% | +23.4% | +14.0% |
| 6M | +19.9% | -17.7% | +37.6% | +22.8% |
| YTD | +36.4% | -24.5% | +60.9% | +41.6% |
| 1Y | +35.1% | -29.4% | +64.6% | +40.8% |
| All | +35.1% | -30.5% | +65.6% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling