+88.5%
TEM vs CHD
+8.2%
+80.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | +7.8% | +0.4% | +7.4% | +7.7% |
| 30D | +11.2% | +11.6% | -0.3% | +11.9% |
| 3M | +39.0% | +10.7% | +28.3% | +39.9% |
| 6M | +61.6% | +20.2% | +41.4% | +62.7% |
| YTD | +28.5% | +34.5% | -6.0% | +27.8% |
| 1Y | +6.7% | +32.6% | -25.8% | +6.4% |
| All | +88.5% | +8.2% | +80.4% | +91.1% |
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 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