-33.5%
TEM vs CHD
+2.3%
-35.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | -8.7% | -4.5% | -4.2% | -9.3% |
| 30D | +8.1% | -6.7% | +14.8% | +7.1% |
| 3M | +19.0% | -2.7% | +21.7% | +18.6% |
| 6M | +12.0% | -4.9% | +17.0% | +12.5% |
| YTD | -0.1% | +13.3% | -13.4% | -1.5% |
| 1Y | -33.5% | +1.0% | -34.5% | -30.6% |
| All | -33.5% | +2.3% | -35.9% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling