-12.9%
CHYM vs TAP
-20.5%
+7.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -4.3% |
| 7D | +2.1% | -2.3% | +4.4% | +2.1% |
| 30D | +11.0% | -9.4% | +20.4% | +10.8% |
| 3M | +83.9% | -0.8% | +84.7% | +84.2% |
| 6M | +45.3% | -14.7% | +60.1% | +44.7% |
| YTD | +28.4% | -13.9% | +42.3% | +25.4% |
| 1Y | +32.2% | -18.6% | +50.8% | +21.3% |
| All | -12.9% | -20.5% | +7.6% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling