-12.0%
CHYM vs TLN
+14.0%
-25.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.9% |
| 7D | -2.9% | +2.0% | -4.9% | -3.4% |
| 30D | +3.0% | -12.9% | +15.9% | +5.8% |
| 3M | +98.7% | -7.4% | +106.2% | +99.1% |
| 6M | +46.4% | -6.0% | +52.5% | +46.3% |
| YTD | +29.8% | -16.9% | +46.7% | +32.0% |
| 1Y | +40.5% | -22.6% | +63.1% | +44.8% |
| All | -12.0% | +14.0% | -25.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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