+67.8%
CHYM vs TCOM
-39.6%
+107.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.2% | +2.8% | +5.0% |
| 7D | +3.7% | +10.7% | -7.0% | +0.6% |
| 30D | +5.6% | +10.1% | -4.5% | +2.6% |
| 3M | +19.7% | -8.9% | +28.6% | +23.4% |
| 6M | +35.3% | -19.2% | +54.4% | +48.0% |
| YTD | +18.7% | -40.6% | +59.3% | +44.7% |
| 1Y | +67.8% | -39.0% | +106.8% | +99.6% |
| All | +67.8% | -39.6% | +107.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling