+48.4%
CHD vs TW
+221.1%
-172.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.3% |
| 30D | -4.6% | +3.9% | -8.5% | -5.3% |
| 3M | +5.0% | +5.7% | -0.7% | +3.9% |
| 6M | -3.2% | -14.5% | +11.3% | -1.0% |
| YTD | +18.6% | -0.9% | +19.5% | +17.9% |
| 1Y | +4.8% | -13.5% | +18.3% | +6.7% |
| 3Y | +6.1% | +25.0% | -18.8% | -0.6% |
| 5Y | +24.0% | +22.7% | +1.3% | +14.8% |
| All | +48.4% | +221.1% | -172.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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