+600.6%
TLN vs CHD
+8.9%
+591.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +1.9% |
| 7D | +10.9% | -2.9% | +13.8% | +9.6% |
| 30D | -6.3% | -6.2% | -0.1% | -8.6% |
| 3M | -10.7% | +1.6% | -12.3% | -9.6% |
| 6M | +1.6% | -3.5% | +5.2% | +1.0% |
| YTD | -13.1% | +16.2% | -29.3% | -6.9% |
| 1Y | -15.1% | +3.4% | -18.4% | -12.4% |
| 3Y | +495.0% | +4.6% | +490.4% | +501.0% |
| All | +600.6% | +8.9% | +591.7% | +600.1% |
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