-5.6%
TLT vs CHD
+30.9%
-36.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | +1.0% | +6.9% | -6.0% | +0.2% |
| 30D | +6.0% | +17.1% | -11.1% | +4.5% |
| 3M | -0.9% | +9.1% | -10.0% | -1.9% |
| 6M | -2.3% | +21.4% | -23.6% | -3.8% |
| YTD | -3.3% | +34.9% | -38.2% | -4.2% |
| 1Y | -5.6% | +31.0% | -36.6% | -6.4% |
| All | -5.6% | +30.9% | -36.5% | -6.4% |
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