+1,643.1%
TSM vs CHD
+196.1%
+1,447.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.7% |
| 7D | +6.2% | +3.6% | +2.6% | +6.0% |
| 30D | -7.3% | +10.4% | -17.7% | -7.8% |
| 3M | -7.1% | +12.2% | -19.3% | -7.7% |
| 6M | +0.2% | +19.9% | -19.7% | -1.0% |
| YTD | +32.2% | +36.4% | -4.2% | +28.9% |
| 1Y | +42.8% | +35.1% | +7.7% | +39.2% |
| 3Y | +330.4% | +29.2% | +301.2% | +312.9% |
| 5Y | +263.9% | +33.4% | +230.5% | +240.2% |
| All | +1,643.1% | +196.1% | +1,447.0% | +1,241.1% |
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 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