+60.5%
TEM vs CHD
-4.6%
+65.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +0.8% |
| 30D | +38.4% | -4.6% | +43.0% | +38.4% |
| 3M | +23.7% | +5.0% | +18.6% | +23.7% |
| 6M | +26.0% | -3.2% | +29.2% | +26.8% |
| YTD | +9.4% | +18.6% | -9.2% | +8.1% |
| 1Y | -17.3% | +4.8% | -22.1% | -17.3% |
| All | +60.5% | -4.6% | +65.1% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling