+125.4%
TD vs CHD
+19.7%
+105.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | -2.6% | -4.7% | +2.1% | -2.2% |
| 30D | -1.0% | -8.3% | +7.3% | -0.3% |
| 3M | +5.6% | -4.0% | +9.7% | +5.9% |
| 6M | +27.1% | -6.5% | +33.6% | +27.6% |
| YTD | +29.4% | +13.1% | +16.3% | +27.6% |
| 1Y | +60.7% | +2.3% | +58.4% | +59.9% |
| 3Y | +127.6% | +1.8% | +125.8% | +125.1% |
| 5Y | +125.4% | +20.6% | +104.8% | +119.5% |
| All | +125.4% | +19.7% | +105.7% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling