+31.6%
CHD vs TXT
+8.5%
+23.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +10.4% | +13.3% | -2.9% | +8.9% |
| 3M | +12.2% | -5.0% | +17.1% | +12.7% |
| 6M | +19.9% | -8.4% | +28.3% | +20.7% |
| YTD | +36.4% | -4.0% | +40.4% | +36.6% |
| 1Y | +35.1% | +2.8% | +32.3% | +34.5% |
| 3Y | +29.2% | +10.3% | +18.9% | +26.7% |
| All | +31.6% | +8.5% | +23.0% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling