-11.1%
CHYM vs TKO
+17.7%
-28.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | -2.3% | +2.3% | -4.6% | -3.9% |
| 30D | +4.4% | -2.5% | +6.9% | +5.6% |
| 3M | +91.3% | -10.6% | +101.9% | +102.3% |
| 6M | +44.0% | -5.1% | +49.0% | +47.0% |
| YTD | +31.1% | -8.2% | +39.3% | +36.5% |
| 1Y | +37.8% | -4.4% | +42.3% | +40.9% |
| All | -11.1% | +17.7% | -28.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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