-17.3%
TLN vs CHD
+30.9%
-48.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.6% | -11.2% | -6.9% |
| 7D | -6.0% | +6.9% | -13.0% | -1.9% |
| 30D | -1.5% | +17.1% | -18.6% | +8.2% |
| 3M | -3.9% | +9.1% | -13.0% | +1.7% |
| 6M | -15.0% | +21.4% | -36.4% | -4.1% |
| YTD | -12.8% | +34.9% | -47.7% | +9.9% |
| 1Y | -17.3% | +31.0% | -48.4% | +1.5% |
| All | -17.3% | +30.9% | -48.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling