+76.5%
TNA vs CHD
+126.1%
-49.6%
-88.1%
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 | -7.3% | -4.5% | -2.8% | -5.0% |
| 30D | -14.2% | -6.7% | -7.5% | -11.0% |
| 3M | -4.6% | -2.7% | -1.8% | -3.7% |
| 6M | +36.9% | -4.9% | +41.9% | +39.4% |
| YTD | +42.5% | +13.3% | +29.2% | +31.0% |
| 1Y | +45.8% | +1.0% | +44.8% | +42.1% |
| 3Y | +104.7% | +1.3% | +103.3% | +91.7% |
| 5Y | -21.7% | +20.8% | -42.5% | -36.7% |
| All | +76.5% | +126.1% | -49.6% | +2.7% |
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 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