+389.7%
TPR vs CHD
+181.4%
+208.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.0% |
| 7D | +12.7% | +0.8% | +11.9% | +12.5% |
| 30D | +17.1% | +13.5% | +3.6% | +13.7% |
| 3M | -15.9% | +8.1% | -24.0% | -17.4% |
| 6M | +2.6% | +19.9% | -17.3% | -1.6% |
| YTD | +7.5% | +34.0% | -26.5% | +0.6% |
| 1Y | +32.9% | +29.8% | +3.1% | +25.1% |
| 3Y | +413.8% | +28.7% | +385.1% | +376.5% |
| 5Y | +263.9% | +31.8% | +232.1% | +229.5% |
| 10Y | +389.7% | +178.2% | +211.5% | +258.7% |
| All | +389.7% | +181.4% | +208.3% | +258.7% |
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