-11.1%
CHYM vs TEM
-14.3%
+3.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -2.3% | -8.7% | +6.4% | +0.6% |
| 30D | +4.4% | +8.1% | -3.6% | -0.4% |
| 3M | +91.3% | +19.0% | +72.3% | +73.5% |
| 6M | +44.0% | +12.0% | +32.0% | +32.1% |
| YTD | +31.1% | -0.1% | +31.2% | +23.7% |
| 1Y | +37.8% | -33.5% | +71.4% | +43.3% |
| All | -11.1% | -14.3% | +3.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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