+77.9%
TEM vs CHD
+9.7%
+68.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.1% | -5.6% |
| 7D | -5.9% | +3.6% | -9.5% | -5.6% |
| 30D | +4.8% | +10.4% | -5.6% | +5.5% |
| 3M | +31.9% | +12.2% | +19.7% | +32.9% |
| 6M | +56.0% | +19.9% | +36.1% | +57.3% |
| YTD | +21.3% | +36.4% | -15.2% | +20.7% |
| 1Y | +5.4% | +35.1% | -29.7% | +5.1% |
| All | +77.9% | +9.7% | +68.2% | +80.5% |
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