+203.6%
TGT vs CHD
+126.1%
+77.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -5.2% | -4.5% | -0.8% | -3.6% |
| 30D | +1.2% | -6.7% | +7.9% | +3.9% |
| 3M | +18.4% | -2.7% | +21.1% | +19.6% |
| 6M | +33.4% | -4.9% | +38.4% | +35.7% |
| YTD | +63.8% | +13.3% | +50.5% | +55.8% |
| 1Y | +77.2% | +1.0% | +76.2% | +75.5% |
| 3Y | +41.8% | +1.3% | +40.5% | +38.0% |
| 5Y | -25.5% | +20.8% | -46.4% | -32.7% |
| All | +203.6% | +126.1% | +77.5% | +131.0% |
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