-25.8%
TE vs CHD
+30.9%
-56.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.2% | -0.9% |
| 7D | +3.8% | +6.9% | -3.1% | +11.0% |
| 30D | -26.2% | +17.1% | -43.3% | -13.4% |
| 3M | -49.7% | +9.1% | -58.8% | -44.9% |
| 6M | -46.5% | +21.4% | -67.8% | -33.1% |
| YTD | -59.1% | +34.9% | -94.0% | -36.9% |
| 1Y | -25.8% | +31.0% | -56.9% | +8.2% |
| All | -25.8% | +30.9% | -56.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling