+263.4%
TSM vs CHD
+31.9%
+231.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.1% |
| 7D | -2.1% | +2.4% | -4.4% | -1.6% |
| 30D | -12.5% | +13.9% | -26.4% | -10.4% |
| 3M | -5.0% | +8.5% | -13.5% | -3.4% |
| 6M | -3.2% | +20.4% | -23.6% | +0.2% |
| YTD | +31.5% | +34.5% | -3.0% | +38.1% |
| 1Y | +35.7% | +33.8% | +1.9% | +42.5% |
| 3Y | +323.5% | +29.1% | +294.4% | +333.7% |
| 5Y | +263.4% | +31.2% | +232.1% | +254.6% |
| All | +263.4% | +31.9% | +231.5% | +254.6% |
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