-12.0%
CHYM vs TD
+74.7%
-86.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.3% | -6.3% |
| 7D | -2.9% | -2.6% | -0.3% | -0.3% |
| 30D | +3.0% | -1.0% | +4.0% | +3.6% |
| 3M | +98.7% | +5.6% | +93.1% | +82.8% |
| 6M | +46.4% | +27.1% | +19.3% | +5.6% |
| YTD | +29.8% | +29.4% | +0.4% | -7.4% |
| 1Y | +40.5% | +60.7% | -20.2% | -17.0% |
| All | -12.0% | +74.7% | -86.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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