+356.2%
TPR vs CHD
+196.1%
+160.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -0.3% | +3.6% | -3.9% | -1.1% |
| 30D | +15.1% | +10.4% | +4.7% | +12.5% |
| 3M | +3.5% | +12.2% | -8.7% | +0.8% |
| 6M | +0.4% | +19.9% | -19.5% | -3.7% |
| YTD | +4.6% | +36.4% | -31.8% | -2.6% |
| 1Y | +33.1% | +35.1% | -2.0% | +24.1% |
| 3Y | +396.0% | +29.2% | +366.8% | +359.4% |
| 5Y | +230.3% | +33.4% | +196.9% | +198.0% |
| All | +356.2% | +196.1% | +160.1% | +225.3% |
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