+6,411.5%
TRV vs CHD
+10,010.3%
-3,598.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | -4.9% | -6.2% | +1.4% | -3.2% |
| 3M | +23.7% | +1.6% | +22.2% | +23.1% |
| 6M | +20.3% | -3.5% | +23.8% | +21.2% |
| YTD | +27.1% | +16.2% | +10.8% | +21.6% |
| 1Y | +35.3% | +3.4% | +31.9% | +33.4% |
| 3Y | +139.8% | +4.6% | +135.2% | +134.5% |
| 5Y | +153.9% | +21.1% | +132.7% | +136.1% |
| 10Y | +285.9% | +126.5% | +159.3% | +197.1% |
| All | +6,411.5% | +10,010.3% | -3,598.9% | +2,321.0% |
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 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