+59.7%
TEM vs CHD
-6.5%
+66.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.6% |
| 7D | +3.2% | -2.9% | +6.2% | +3.1% |
| 30D | +23.5% | -6.2% | +29.7% | +23.4% |
| 3M | +32.3% | +1.6% | +30.8% | +32.3% |
| 6M | +23.0% | -3.5% | +26.5% | +23.6% |
| YTD | +8.9% | +16.2% | -7.3% | +7.5% |
| 1Y | -19.9% | +3.4% | -23.3% | -20.0% |
| All | +59.7% | -6.5% | +66.2% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling