+77.9%
TEM vs CAH
+189.0%
-111.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.7% | -5.9% |
| 7D | -5.9% | +3.5% | -9.3% | -6.5% |
| 30D | +4.8% | +13.5% | -8.7% | +2.1% |
| 3M | +31.9% | +21.8% | +10.0% | +26.1% |
| 6M | +56.0% | +51.5% | +4.5% | +39.4% |
| YTD | +21.3% | +38.1% | -16.8% | +10.4% |
| 1Y | +5.4% | +37.7% | -32.3% | -3.9% |
| All | +77.9% | +189.0% | -111.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling