+14,847.0%
TT vs CHD
+11,557.1%
+3,289.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.2% |
| 7D | +1.7% | +0.8% | +1.0% | +1.5% |
| 30D | -11.8% | +13.5% | -25.3% | -14.9% |
| 3M | -12.6% | +8.1% | -20.7% | -14.6% |
| 6M | -9.4% | +19.9% | -29.2% | -14.2% |
| YTD | +8.8% | +34.0% | -25.2% | -0.3% |
| 1Y | -2.5% | +29.8% | -32.3% | -10.0% |
| 3Y | +95.7% | +28.7% | +66.9% | +78.9% |
| 5Y | +135.7% | +31.8% | +104.0% | +112.3% |
| 10Y | +750.6% | +178.2% | +572.4% | +504.9% |
| All | +14,847.0% | +11,557.1% | +3,289.8% | +4,588.6% |
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