+146.0%
TT vs CHD
+23.9%
+122.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | -7.2% | -4.6% | -2.5% | -6.3% |
| 3M | -3.0% | +5.0% | -8.0% | -4.1% |
| 6M | +1.4% | -3.2% | +4.6% | +1.9% |
| YTD | +15.9% | +18.6% | -2.7% | +11.0% |
| 1Y | +9.4% | +4.8% | +4.6% | +7.9% |
| 3Y | +124.4% | +6.1% | +118.2% | +116.4% |
| All | +146.0% | +23.9% | +122.2% | +118.4% |
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