-53.2%
TE vs CHD
+53.2%
-106.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -4.0% | -2.7% | -1.3% | -4.6% |
| 30D | -15.9% | -4.6% | -11.3% | -16.9% |
| 3M | -60.5% | +5.0% | -65.6% | -59.8% |
| 6M | -35.2% | -3.2% | -32.0% | -35.1% |
| YTD | -31.1% | +18.6% | -49.8% | -28.2% |
| 1Y | +148.6% | +4.8% | +143.8% | +155.2% |
| 3Y | -26.4% | +6.1% | -32.5% | -24.0% |
| 5Y | -48.0% | +24.0% | -72.0% | -46.7% |
| All | -53.2% | +53.2% | -106.3% | -52.2% |
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