+52.2%
TEM vs CNH
+39.5%
+12.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.7% |
| 7D | -1.1% | +1.8% | -2.9% | -2.1% |
| 30D | +11.3% | +32.6% | -21.3% | -3.3% |
| 3M | +25.5% | +29.4% | -3.9% | +9.2% |
| 6M | +17.1% | +26.0% | -8.9% | +1.2% |
| YTD | +3.8% | +52.2% | -48.4% | -22.2% |
| 1Y | -24.4% | +23.9% | -48.2% | -34.9% |
| All | +52.2% | +39.5% | +12.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling