+537.0%
TDG vs CHD
+126.1%
+410.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -4.5% | +2.6% | -0.9% |
| 30D | -7.7% | -6.7% | -1.0% | -6.4% |
| 3M | -9.3% | -2.7% | -6.6% | -8.9% |
| 6M | -9.4% | -4.9% | -4.4% | -8.5% |
| YTD | -14.3% | +13.3% | -27.6% | -16.5% |
| 1Y | -11.8% | +1.0% | -12.8% | -12.3% |
| 3Y | +52.0% | +1.3% | +50.6% | +50.3% |
| 5Y | +128.8% | +20.8% | +108.0% | +115.8% |
| All | +537.0% | +126.1% | +410.9% | +407.5% |
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 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