+513.1%
TRI vs CHD
+2,205.4%
-1,692.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -8.4% | -4.2% | -4.2% | -7.2% |
| 30D | -6.5% | -7.6% | +1.1% | -4.2% |
| 3M | +18.6% | -1.6% | +20.2% | +19.5% |
| 6M | -10.4% | -6.3% | -4.1% | -8.7% |
| YTD | -23.7% | +14.6% | -38.3% | -26.9% |
| 1Y | -42.5% | +1.6% | -44.1% | -43.0% |
| 3Y | -19.3% | +3.1% | -22.4% | -21.4% |
| 5Y | -9.7% | +21.1% | -30.7% | -17.3% |
| 10Y | +194.4% | +128.6% | +65.8% | +114.9% |
| All | +513.1% | +2,205.4% | -1,692.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling