-6.9%
CHYM vs TMF
-16.5%
+9.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +12.0% | -1.0% | +13.0% | +12.1% |
| 3M | +102.4% | -11.3% | +113.7% | +105.9% |
| 6M | +52.7% | -22.7% | +75.4% | +53.5% |
| YTD | +37.3% | -17.3% | +54.6% | +39.1% |
| 1Y | +42.2% | -22.5% | +64.7% | +42.5% |
| All | -6.9% | -16.5% | +9.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling