+951.1%
CHD vs TMF
-69.2%
+1,020.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +13.0% | +19.7% | -6.7% | +13.5% |
| 3M | +6.1% | -2.1% | +8.2% | +6.0% |
| 6M | +15.9% | -13.4% | +29.3% | +15.4% |
| YTD | +31.6% | -16.7% | +48.4% | +31.0% |
| 1Y | +28.5% | -23.3% | +51.8% | +27.6% |
| 3Y | +30.5% | -24.8% | +55.3% | +30.2% |
| 5Y | +30.7% | -88.0% | +118.8% | +19.9% |
| 10Y | +184.2% | -84.7% | +268.9% | +170.5% |
| All | +951.1% | -69.2% | +1,020.2% | +1,037.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling