+45.9%
TEM vs CAH
+142.0%
-96.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.7% |
| 7D | -9.2% | -5.1% | -4.1% | -7.9% |
| 30D | +5.5% | -1.8% | +7.2% | +5.9% |
| 3M | +18.7% | +9.4% | +9.4% | +15.4% |
| 6M | +15.4% | +9.2% | +6.2% | +12.1% |
| YTD | -0.5% | +15.7% | -16.2% | -5.9% |
| 1Y | -24.8% | +59.7% | -84.6% | -40.2% |
| All | +45.9% | +142.0% | -96.1% | +8.2% |
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