+294.4%
TD vs CHD
+196.1%
+98.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +1.1% | +3.6% | -2.5% | +0.6% |
| 30D | +5.2% | +10.4% | -5.2% | +3.8% |
| 3M | +1.2% | +12.2% | -11.0% | -0.4% |
| 6M | +17.7% | +19.9% | -2.2% | +14.6% |
| YTD | +34.2% | +36.4% | -2.2% | +28.0% |
| 1Y | +55.4% | +35.1% | +20.3% | +48.4% |
| 3Y | +130.4% | +29.2% | +101.2% | +119.3% |
| 5Y | +101.8% | +33.4% | +68.4% | +88.5% |
| All | +294.4% | +196.1% | +98.3% | +230.9% |
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