-12.0%
CHYM vs TEM
-14.7%
+2.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.1% |
| 7D | -2.9% | -9.2% | +6.2% | +0.1% |
| 30D | +3.0% | +5.5% | -2.5% | -0.9% |
| 3M | +98.7% | +18.7% | +80.0% | +80.3% |
| 6M | +46.4% | +15.4% | +31.0% | +33.0% |
| YTD | +29.8% | -0.5% | +30.3% | +22.7% |
| 1Y | +40.5% | -24.8% | +65.3% | +41.6% |
| All | -12.0% | -14.7% | +2.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling