+6,175.2%
TGT vs CHD
+10,010.3%
-3,835.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | +0.2% |
| 30D | +9.5% | -6.2% | +15.7% | +11.5% |
| 3M | +32.3% | +1.6% | +30.7% | +31.7% |
| 6M | +37.0% | -3.5% | +40.5% | +38.2% |
| YTD | +71.0% | +16.2% | +54.8% | +63.5% |
| 1Y | +85.0% | +3.4% | +81.6% | +82.6% |
| 3Y | +46.8% | +4.6% | +42.2% | +43.0% |
| 5Y | -22.7% | +21.1% | -43.9% | -27.9% |
| 10Y | +216.3% | +126.5% | +89.7% | +145.3% |
| All | +6,175.2% | +10,010.3% | -3,835.1% | +1,911.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling