+52.2%
TEM vs CHD
-7.8%
+60.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.7% |
| 7D | -1.1% | -4.2% | +3.1% | -1.2% |
| 30D | +11.3% | -7.6% | +18.9% | +11.1% |
| 3M | +25.5% | -1.6% | +27.1% | +25.4% |
| 6M | +17.1% | -6.3% | +23.4% | +17.8% |
| YTD | +3.8% | +14.6% | -10.8% | +2.4% |
| 1Y | -24.4% | +1.6% | -25.9% | -24.5% |
| All | +52.2% | -7.8% | +60.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling