+13,171.6%
TSM vs CHD
+6,068.1%
+7,103.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +4.4% | 0.0% | +4.5% | +4.5% |
| 30D | -7.0% | +12.2% | -19.1% | -9.7% |
| 3M | -1.8% | +9.3% | -11.1% | -4.2% |
| 6M | +2.7% | +24.3% | -21.6% | -3.4% |
| YTD | +37.1% | +34.9% | +2.2% | +26.0% |
| 1Y | +43.5% | +32.7% | +10.8% | +32.2% |
| 3Y | +341.5% | +29.4% | +312.1% | +299.9% |
| 5Y | +278.9% | +31.7% | +247.2% | +235.2% |
| 10Y | +1,641.8% | +191.7% | +1,450.1% | +1,072.7% |
| All | +13,171.6% | +6,068.1% | +7,103.5% | +3,523.9% |
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