-11.1%
CHYM vs TMF
-19.3%
+8.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | -5.1% | +2.8% | -1.5% |
| 30D | +4.4% | -4.6% | +9.0% | +5.2% |
| 3M | +91.3% | -16.6% | +107.9% | +96.4% |
| 6M | +44.0% | -19.9% | +63.9% | +46.8% |
| YTD | +31.1% | -20.2% | +51.3% | +33.6% |
| 1Y | +37.8% | -27.7% | +65.6% | +39.3% |
| All | -11.1% | -19.3% | +8.2% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling