0.0%
TFC vs CHD
+31.9%
-31.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +7.8% | +12.2% | -4.4% | +5.6% |
| 3M | -3.0% | +9.3% | -12.3% | -4.5% |
| 6M | +5.8% | +24.3% | -18.4% | +1.8% |
| YTD | +5.3% | +34.9% | -29.6% | -0.1% |
| 1Y | +15.7% | +32.7% | -17.0% | +10.0% |
| 3Y | +94.8% | +29.4% | +65.4% | +81.8% |
| 5Y | 0.0% | +31.7% | -31.7% | -12.8% |
| All | 0.0% | +31.9% | -31.9% | -12.8% |
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