+419.8%
TXN vs CHD
+126.1%
+293.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -4.5% | +8.4% | +5.1% |
| 30D | -2.9% | -6.7% | +3.9% | -1.3% |
| 3M | -9.1% | -2.7% | -6.4% | -8.9% |
| 6M | +36.6% | -4.9% | +41.6% | +37.5% |
| YTD | +57.5% | +13.3% | +44.1% | +50.9% |
| 1Y | +49.5% | +1.0% | +48.5% | +47.6% |
| 3Y | +76.5% | +1.3% | +75.2% | +71.6% |
| 5Y | +62.4% | +20.8% | +41.5% | +45.2% |
| All | +419.8% | +126.1% | +293.7% | +268.6% |
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 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