+19.3%
TPR vs CHD
+30.9%
-11.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.6% |
| 7D | +12.6% | +6.9% | +5.7% | +10.0% |
| 30D | +7.1% | +17.1% | -10.0% | +1.6% |
| 3M | -19.4% | +9.1% | -28.5% | -21.8% |
| 6M | -9.7% | +21.4% | -31.1% | -15.0% |
| YTD | -1.0% | +34.9% | -35.9% | -6.9% |
| 1Y | +19.3% | +31.0% | -11.7% | +12.6% |
| All | +19.3% | +30.9% | -11.6% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling