+45.9%
TEM vs CHD
-9.0%
+55.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.2% |
| 7D | -9.2% | -4.7% | -4.4% | -9.3% |
| 30D | +5.5% | -8.3% | +13.8% | +5.3% |
| 3M | +18.7% | -4.0% | +22.8% | +18.6% |
| 6M | +15.4% | -6.5% | +21.9% | +15.9% |
| YTD | -0.5% | +13.1% | -13.6% | -1.9% |
| 1Y | -24.8% | +2.3% | -27.2% | -25.1% |
| All | +45.9% | -9.0% | +55.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling