+22.8%
CHD vs TXT
+12.9%
+9.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -6.2% | -11.1% | +4.9% | -5.1% |
| 3M | +1.6% | -13.0% | +14.5% | +2.9% |
| 6M | -3.5% | -16.2% | +12.7% | -1.9% |
| YTD | +16.2% | -8.7% | +24.9% | +17.1% |
| 1Y | +3.4% | -3.8% | +7.2% | +3.7% |
| 3Y | +4.6% | +5.5% | -0.9% | +3.2% |
| All | +22.8% | +12.9% | +9.9% | +19.1% |
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