+129.5%
TLT vs CHD
+3,027.9%
-2,898.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +4.1% | +12.2% | -8.1% | +4.7% |
| 3M | -0.4% | +9.3% | -9.7% | +0.1% |
| 6M | -3.2% | +24.3% | -27.4% | -2.0% |
| YTD | -3.5% | +34.9% | -38.4% | -1.9% |
| 1Y | -5.8% | +32.7% | -38.5% | -4.3% |
| 3Y | +4.6% | +29.4% | -24.8% | +6.5% |
| 5Y | -34.4% | +31.7% | -66.1% | -33.0% |
| 10Y | -11.4% | +191.7% | -203.1% | -1.0% |
| All | +129.5% | +3,027.9% | -2,898.4% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling