+311.2%
TPR vs CHD
+124.1%
+187.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.3% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | -27.3% | -6.2% | -21.1% | -26.2% |
| 3M | -16.2% | +1.6% | -17.8% | -16.5% |
| 6M | -17.9% | -3.5% | -14.4% | -17.3% |
| YTD | -7.1% | +16.2% | -23.3% | -10.2% |
| 1Y | +13.6% | +3.4% | +10.2% | +12.5% |
| 3Y | +293.7% | +4.6% | +289.1% | +283.3% |
| 5Y | +239.1% | +21.1% | +218.0% | +212.5% |
| 10Y | +311.2% | +126.5% | +184.6% | +214.7% |
| All | +311.2% | +124.1% | +187.0% | +214.7% |
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