-12.9%
CHYM vs TMF
-15.1%
+2.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +11.0% | -1.8% | +12.9% | +11.2% |
| 3M | +83.9% | -8.2% | +92.1% | +86.4% |
| 6M | +45.3% | -19.5% | +64.8% | +46.3% |
| YTD | +28.4% | -16.0% | +44.3% | +29.8% |
| 1Y | +32.2% | -22.5% | +54.7% | +32.4% |
| All | -12.9% | -15.1% | +2.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling