+88.9%
TEM vs CNH
+16.0%
+72.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +6.8% |
| 7D | +5.3% | -1.7% | +7.0% | +6.2% |
| 30D | +8.1% | -7.2% | +15.3% | +11.4% |
| 3M | +64.9% | +6.5% | +58.4% | +57.0% |
| 6M | +42.1% | +7.9% | +34.3% | +32.5% |
| YTD | +28.8% | +26.6% | +2.2% | +4.3% |
| 1Y | +5.5% | +13.8% | -8.3% | -8.5% |
| All | +88.9% | +16.0% | +72.9% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling