+10,361.2%
CHD vs TXT
+2,070.1%
+8,291.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -2.7% | -4.8% | +2.1% | -2.1% |
| 30D | -4.6% | -10.6% | +6.0% | -3.2% |
| 3M | +5.0% | -13.2% | +18.2% | +6.8% |
| 6M | -3.2% | -20.3% | +17.1% | -0.5% |
| YTD | +18.6% | -9.3% | +27.9% | +19.8% |
| 1Y | +4.8% | -2.7% | +7.5% | +4.8% |
| 3Y | +6.1% | +1.4% | +4.8% | +4.7% |
| 5Y | +24.0% | +9.6% | +14.4% | +19.8% |
| 10Y | +124.5% | +94.9% | +29.6% | +91.1% |
| All | +10,361.2% | +2,070.1% | +8,291.2% | +5,026.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling