+1.1%
CHD vs TRU
-2.2%
+3.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.7% | -9.4% | +4.7% | -4.4% |
| 30D | -8.3% | -4.1% | -4.2% | -8.2% |
| 3M | -4.0% | +13.6% | -17.6% | -4.3% |
| 6M | -6.5% | +3.6% | -10.1% | -6.7% |
| YTD | +13.1% | -9.8% | +22.9% | +13.0% |
| 1Y | +2.3% | -13.6% | +16.0% | +2.3% |
| All | +1.1% | -2.2% | +3.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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