+1,815.4%
TSM vs CHD
+123.8%
+1,691.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.8% | -4.2% | +8.9% | +5.1% |
| 30D | +4.0% | -7.6% | +11.6% | +4.6% |
| 3M | +2.0% | -1.6% | +3.6% | +1.9% |
| 6M | +25.5% | -6.3% | +31.8% | +25.9% |
| YTD | +44.0% | +14.6% | +29.4% | +41.5% |
| 1Y | +75.4% | +1.6% | +73.8% | +74.6% |
| 3Y | +406.7% | +3.1% | +403.6% | +394.9% |
| 5Y | +285.0% | +21.1% | +263.9% | +255.3% |
| 10Y | +1,815.4% | +128.6% | +1,686.8% | +1,375.0% |
| All | +1,815.4% | +123.8% | +1,691.5% | +1,375.0% |
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 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