-25.6%
TGT vs CHD
+19.7%
-45.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -5.0% | -4.7% | -0.3% | -3.2% |
| 30D | +3.0% | -8.3% | +11.4% | +6.6% |
| 3M | +22.6% | -4.0% | +26.7% | +24.5% |
| 6M | +31.2% | -6.5% | +37.7% | +34.3% |
| YTD | +63.7% | +13.1% | +50.6% | +55.5% |
| 1Y | +78.5% | +2.3% | +76.2% | +75.8% |
| 3Y | +40.5% | +1.8% | +38.7% | +35.2% |
| 5Y | -25.6% | +20.6% | -46.1% | -31.8% |
| All | -25.6% | +19.7% | -45.3% | -31.8% |
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