+30.5%
CHD vs TMF
-25.3%
+55.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | +13.0% | +19.7% | -6.7% | +11.6% |
| 3M | +6.1% | -2.1% | +8.2% | +6.1% |
| 6M | +15.9% | -13.4% | +29.3% | +16.6% |
| YTD | +31.6% | -16.7% | +48.4% | +32.7% |
| 1Y | +28.5% | -23.3% | +51.8% | +30.0% |
| 3Y | +30.5% | -24.8% | +55.3% | +36.0% |
| All | +30.5% | -25.3% | +55.8% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling