+158.5%
TRV vs CHD
+19.7%
+138.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -1.5% | -4.7% | +3.2% | -0.2% |
| 30D | -1.8% | -8.3% | +6.5% | +0.5% |
| 3M | +21.6% | -4.0% | +25.6% | +22.8% |
| 6M | +22.5% | -6.5% | +29.0% | +24.4% |
| YTD | +28.1% | +13.1% | +15.1% | +23.8% |
| 1Y | +37.0% | +2.3% | +34.7% | +35.8% |
| 3Y | +141.9% | +1.8% | +140.1% | +141.0% |
| 5Y | +158.5% | +20.6% | +137.9% | +140.0% |
| All | +158.5% | +19.7% | +138.8% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling