-20.7%
TLT vs CHD
+126.1%
-146.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -4.5% | +2.8% | -1.5% |
| 30D | -1.1% | -6.7% | +5.6% | -1.0% |
| 3M | -4.9% | -2.7% | -2.1% | -4.8% |
| 6M | -5.0% | -4.9% | -0.1% | -5.0% |
| YTD | -4.4% | +13.3% | -17.7% | -4.5% |
| 1Y | -6.4% | +1.0% | -7.4% | -6.4% |
| 3Y | -2.0% | +1.3% | -3.3% | -1.9% |
| 5Y | -35.0% | +20.8% | -55.8% | -34.8% |
| All | -20.7% | +126.1% | -146.8% | -20.5% |
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 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