-0.4%
TLT vs CHD
+3.2%
-3.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +0.6% |
| 30D | -0.3% | -6.2% | +5.9% | +0.2% |
| 3M | -1.7% | +1.6% | -3.3% | -1.9% |
| 6M | -4.9% | -3.5% | -1.4% | -4.7% |
| YTD | -2.8% | +16.2% | -19.0% | -4.0% |
| 1Y | -4.2% | +3.4% | -7.6% | -4.4% |
| All | -0.4% | +3.2% | -3.6% | +0.6% |
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