+125.4%
CHD vs TXT
+107.7%
+17.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | 0.0% |
| 7D | -4.5% | +2.5% | -6.9% | -4.7% |
| 30D | -6.7% | -8.9% | +2.1% | -6.0% |
| 3M | -2.7% | -13.6% | +10.8% | -1.6% |
| 6M | -4.9% | -13.1% | +8.2% | -3.9% |
| YTD | +13.3% | -7.0% | +20.4% | +13.9% |
| 1Y | +1.0% | -1.4% | +2.4% | +1.0% |
| 3Y | +1.3% | +7.0% | -5.6% | +0.1% |
| 5Y | +20.8% | +15.4% | +5.4% | +18.0% |
| All | +125.4% | +107.7% | +17.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling