+328.6%
TMO vs CHD
+126.1%
+202.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.6% | -4.5% | +3.8% | +0.9% |
| 30D | +1.1% | -6.7% | +7.8% | +3.4% |
| 3M | +28.3% | -2.7% | +31.1% | +29.2% |
| 6M | +23.3% | -4.9% | +28.2% | +24.9% |
| YTD | +5.5% | +13.3% | -7.9% | +0.2% |
| 1Y | +24.5% | +1.0% | +23.5% | +23.0% |
| 3Y | +19.6% | +1.3% | +18.2% | +16.8% |
| 5Y | +8.1% | +20.8% | -12.7% | -2.6% |
| All | +328.6% | +126.1% | +202.5% | +247.4% |
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 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