+30.0%
TXG vs CHD
+40.1%
-10.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +9.5% | -4.5% | +13.9% | +10.6% |
| 30D | +18.8% | -6.7% | +25.5% | +20.5% |
| 3M | +136.1% | -2.7% | +138.8% | +136.4% |
| 6M | +235.2% | -4.9% | +240.2% | +237.3% |
| YTD | +320.5% | +13.3% | +307.2% | +304.1% |
| 1Y | +425.2% | +1.0% | +424.2% | +418.2% |
| 3Y | +42.9% | +1.3% | +41.6% | +38.1% |
| 5Y | -62.8% | +20.8% | -83.7% | -67.1% |
| All | +30.0% | +40.1% | -10.0% | +2.4% |
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 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