+847.4%
CHD vs TMF
-68.9%
+916.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -2.7% | -1.4% | -1.2% | -2.7% |
| 30D | -4.6% | -2.8% | -1.8% | -4.7% |
| 3M | +5.0% | -10.9% | +15.9% | +4.7% |
| 6M | -3.2% | -21.3% | +18.1% | -3.8% |
| YTD | +18.6% | -15.9% | +34.5% | +18.1% |
| 1Y | +4.8% | -15.7% | +20.6% | +4.4% |
| 3Y | +6.1% | -43.4% | +49.5% | +4.8% |
| 5Y | +24.0% | -87.8% | +111.7% | +13.9% |
| 10Y | +124.5% | -86.7% | +211.2% | +111.2% |
| All | +847.4% | -68.9% | +916.3% | +925.9% |
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