+559.7%
TLN vs CHD
+29.0%
+530.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.3% |
| 7D | +1.1% | +2.4% | -1.3% | +2.4% |
| 30D | -4.6% | +13.9% | -18.5% | +2.1% |
| 3M | +5.2% | +8.5% | -3.3% | +10.1% |
| 6M | -6.5% | +20.4% | -26.9% | +3.4% |
| YTD | -3.6% | +34.5% | -38.2% | +12.8% |
| 1Y | -8.2% | +33.8% | -42.0% | +7.4% |
| 3Y | +559.7% | +29.1% | +530.6% | +622.9% |
| All | +559.7% | +29.0% | +530.6% | +622.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling