+13,634.3%
TSM vs CHD
+5,326.4%
+8,307.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -2.7% | +5.4% | +3.4% |
| 30D | +3.6% | -4.6% | +8.2% | +4.7% |
| 3M | -3.4% | +5.0% | -8.4% | -5.1% |
| 6M | +20.6% | -3.2% | +23.8% | +20.8% |
| YTD | +41.9% | +18.6% | +23.2% | +34.7% |
| 1Y | +84.4% | +4.8% | +79.5% | +79.9% |
| 3Y | +380.2% | +6.1% | +374.1% | +357.5% |
| 5Y | +275.3% | +24.0% | +251.4% | +236.0% |
| 10Y | +1,751.4% | +124.5% | +1,626.9% | +1,241.3% |
| All | +13,634.3% | +5,326.4% | +8,307.9% | +3,775.6% |
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 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