-12.0%
CHYM vs TAP
-21.3%
+9.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -2.9% | -5.3% | +2.3% | -2.9% |
| 30D | +3.0% | -7.4% | +10.3% | +2.9% |
| 3M | +98.7% | -4.9% | +103.6% | +98.4% |
| 6M | +46.4% | -14.2% | +60.6% | +45.9% |
| YTD | +29.8% | -14.8% | +44.6% | +26.8% |
| 1Y | +40.5% | -18.1% | +58.6% | +29.7% |
| All | -12.0% | -21.3% | +9.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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