+52.2%
TEM vs CAH
+146.1%
-93.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | -1.1% | -2.2% | +1.2% | -0.5% |
| 30D | +11.3% | +1.2% | +10.1% | +10.9% |
| 3M | +25.5% | +13.1% | +12.4% | +20.9% |
| 6M | +17.1% | +8.5% | +8.7% | +14.3% |
| YTD | +3.8% | +17.6% | -13.8% | -2.3% |
| 1Y | -24.4% | +60.7% | -85.0% | -39.6% |
| All | +52.2% | +146.1% | -93.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling