-24.1%
TE vs CHD
+0.7%
-24.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.8% |
| 7D | +0.2% | -4.5% | +4.7% | -2.3% |
| 30D | -5.9% | -6.7% | +0.8% | -9.6% |
| 3M | -45.6% | -2.7% | -42.9% | -45.5% |
| 6M | -43.4% | -4.9% | -38.4% | -43.9% |
| YTD | -31.0% | +13.3% | -44.3% | -25.1% |
| 1Y | +145.2% | +1.0% | +144.2% | +154.8% |
| 3Y | -24.1% | +1.3% | -25.4% | -18.6% |
| All | -24.1% | +0.7% | -24.7% | -18.6% |
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