+20,427.4%
TXN vs CHD
+10,010.3%
+10,417.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | -9.5% | -6.2% | -3.3% | -8.2% |
| 3M | -10.5% | +1.6% | -12.1% | -11.3% |
| 6M | +35.4% | -3.5% | +38.9% | +35.8% |
| YTD | +51.8% | +16.2% | +35.5% | +45.3% |
| 1Y | +42.9% | +3.4% | +39.6% | +40.6% |
| 3Y | +71.3% | +4.6% | +66.7% | +66.2% |
| 5Y | +58.0% | +21.1% | +36.9% | +46.1% |
| 10Y | +393.3% | +126.5% | +266.7% | +285.2% |
| All | +20,427.4% | +10,010.3% | +10,417.1% | +6,733.5% |
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 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