+736.3%
TT vs CHD
+196.1%
+540.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | +4.0% | +3.6% | +0.4% | +3.3% |
| 30D | -11.3% | +10.4% | -21.7% | -13.3% |
| 3M | -12.3% | +12.2% | -24.5% | -14.6% |
| 6M | -10.8% | +19.9% | -30.8% | -14.7% |
| YTD | +8.2% | +36.4% | -28.3% | +0.1% |
| 1Y | +1.5% | +35.1% | -33.7% | -5.9% |
| 3Y | +91.5% | +29.2% | +62.3% | +76.9% |
| 5Y | +130.2% | +33.4% | +96.8% | +108.3% |
| All | +736.3% | +196.1% | +540.2% | +533.5% |
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