-11.1%
CHYM vs TDY
+21.9%
-33.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | -2.3% | -1.1% | -1.1% | -1.6% |
| 30D | +4.4% | -12.0% | +16.5% | +14.0% |
| 3M | +91.3% | -3.2% | +94.5% | +93.7% |
| 6M | +44.0% | -7.9% | +51.8% | +51.0% |
| YTD | +31.1% | +18.2% | +12.9% | +7.9% |
| 1Y | +37.8% | +6.7% | +31.2% | +25.1% |
| All | -11.1% | +21.9% | -33.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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