-11.1%
CHYM vs TCOM
-36.1%
+25.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -2.3% | -4.9% | +2.6% | -0.4% |
| 30D | +4.4% | -14.4% | +18.8% | +10.9% |
| 3M | +91.3% | -17.7% | +109.0% | +105.1% |
| 6M | +44.0% | -25.1% | +69.1% | +62.7% |
| YTD | +31.1% | -45.7% | +76.8% | +71.3% |
| 1Y | +37.8% | -47.9% | +85.7% | +84.0% |
| All | -11.1% | -36.1% | +25.0% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling