-11.8%
TLT vs CHD
+196.6%
-208.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +3.7% | +12.2% | -8.5% | +3.4% |
| 3M | -0.8% | +9.3% | -10.1% | -1.0% |
| 6M | -3.6% | +24.3% | -27.8% | -3.9% |
| YTD | -3.9% | +34.9% | -38.8% | -4.4% |
| 1Y | -6.2% | +32.7% | -38.9% | -6.6% |
| 3Y | +4.2% | +29.4% | -25.3% | +3.9% |
| 5Y | -34.7% | +31.7% | -66.4% | -34.8% |
| 10Y | -11.8% | +191.7% | -203.5% | -12.0% |
| All | -11.8% | +196.6% | -208.4% | -12.0% |
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