+1,297.6%
TNA vs CHD
+744.3%
+553.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +0.8% |
| 7D | +4.1% | -2.9% | +7.0% | +7.3% |
| 30D | -7.6% | -6.2% | -1.4% | -1.7% |
| 3M | +8.1% | +1.6% | +6.5% | +4.5% |
| 6M | +49.0% | -3.5% | +52.5% | +50.8% |
| YTD | +51.7% | +16.2% | +35.5% | +24.2% |
| 1Y | +59.6% | +3.4% | +56.2% | +45.9% |
| 3Y | +118.9% | +4.6% | +114.3% | +80.0% |
| 5Y | -19.2% | +21.1% | -40.3% | -48.4% |
| 10Y | +77.2% | +126.5% | -49.3% | -66.9% |
| All | +1,297.6% | +744.3% | +553.3% | -82.6% |
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 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