+8,130.9%
TD vs CHD
+9,073.5%
-942.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +5.0% | +11.6% | -6.6% | +2.4% |
| 3M | +1.1% | +10.7% | -9.6% | -1.3% |
| 6M | +16.5% | +20.2% | -3.8% | +11.4% |
| YTD | +34.3% | +34.5% | -0.2% | +25.0% |
| 1Y | +52.9% | +32.6% | +20.3% | +42.7% |
| 3Y | +132.2% | +29.1% | +103.1% | +115.6% |
| 5Y | +101.9% | +31.5% | +70.3% | +84.4% |
| 10Y | +302.0% | +190.9% | +111.1% | +194.2% |
| All | +8,130.9% | +9,073.5% | -942.6% | +2,773.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling