+14.5%
TFC vs CHD
+19.3%
-4.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -1.3% | -4.2% | +2.9% | -0.6% |
| 30D | -2.3% | -7.6% | +5.2% | -1.0% |
| 3M | +2.5% | -1.6% | +4.1% | +2.7% |
| 6M | +9.5% | -6.3% | +15.8% | +10.5% |
| YTD | +5.1% | +14.6% | -9.5% | +2.7% |
| 1Y | +15.5% | +1.6% | +13.9% | +14.8% |
| 3Y | +95.2% | +3.1% | +92.0% | +90.8% |
| 5Y | +14.5% | +21.1% | -6.6% | +7.2% |
| All | +14.5% | +19.3% | -4.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling