+714.4%
TLN vs CHD
+26.4%
+688.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.6% | +5.0% |
| 7D | +15.9% | 0.0% | +15.9% | +15.9% |
| 30D | -0.3% | +12.2% | -12.4% | +5.1% |
| 3M | +5.8% | +9.3% | -3.5% | +10.5% |
| 6M | -1.2% | +24.3% | -25.5% | +9.0% |
| YTD | +1.0% | +34.9% | -33.8% | +15.6% |
| 1Y | +1.1% | +32.7% | -31.6% | +15.3% |
| 3Y | +591.7% | +29.4% | +562.3% | +635.8% |
| All | +714.4% | +26.4% | +688.1% | +769.0% |
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