+309.3%
TEL vs CHD
+126.1%
+183.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +1.6% | -4.5% | +6.1% | +2.4% |
| 30D | -0.7% | -6.7% | +6.1% | +0.5% |
| 3M | +2.4% | -2.7% | +5.2% | +2.8% |
| 6M | +4.1% | -4.9% | +9.1% | +4.8% |
| YTD | -5.8% | +13.3% | -19.2% | -8.4% |
| 1Y | +0.9% | +1.0% | -0.1% | +0.2% |
| 3Y | +72.6% | +1.3% | +71.3% | +69.3% |
| 5Y | +57.5% | +20.8% | +36.7% | +46.4% |
| All | +309.3% | +126.1% | +183.2% | +229.4% |
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