+123.9%
TD vs CHD
+3.2%
+120.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +0.9% | -2.9% | +3.8% | +0.9% |
| 30D | -0.7% | -6.2% | +5.6% | -0.6% |
| 3M | +6.3% | +1.6% | +4.7% | +6.2% |
| 6M | +27.9% | -3.5% | +31.4% | +27.8% |
| YTD | +29.8% | +16.2% | +13.6% | +29.5% |
| 1Y | +63.7% | +3.4% | +60.3% | +63.3% |
| All | +123.9% | +3.2% | +120.6% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling