+191.1%
TRI vs CHD
+126.1%
+64.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -7.9% | -4.5% | -3.4% | -6.8% |
| 30D | -4.5% | -6.7% | +2.2% | -2.8% |
| 3M | +22.1% | -2.7% | +24.8% | +23.3% |
| 6M | -2.8% | -4.9% | +2.2% | -1.5% |
| YTD | -23.4% | +13.3% | -36.8% | -25.9% |
| 1Y | -41.5% | +1.0% | -42.5% | -41.9% |
| 3Y | -19.2% | +1.3% | -20.5% | -20.5% |
| 5Y | -9.4% | +20.8% | -30.2% | -16.1% |
| All | +191.1% | +126.1% | +64.9% | +147.4% |
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