+303.8%
TD vs CHD
+126.1%
+177.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.5% | -4.5% | +3.9% | +0.1% |
| 30D | -1.9% | -6.7% | +4.8% | -1.0% |
| 3M | +4.8% | -2.7% | +7.5% | +5.0% |
| 6M | +28.0% | -4.9% | +32.9% | +28.6% |
| YTD | +30.3% | +13.3% | +17.0% | +27.5% |
| 1Y | +59.8% | +1.0% | +58.8% | +58.9% |
| 3Y | +124.7% | +1.3% | +123.4% | +121.6% |
| 5Y | +127.0% | +20.8% | +106.1% | +114.3% |
| All | +303.8% | +126.1% | +177.7% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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