-12.0%
CHYM vs TMF
-19.3%
+7.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.9% |
| 7D | -2.9% | -4.8% | +1.9% | -2.2% |
| 30D | +3.0% | -4.9% | +7.9% | +3.8% |
| 3M | +98.7% | -13.4% | +112.1% | +103.1% |
| 6M | +46.4% | -23.0% | +69.5% | +48.6% |
| YTD | +29.8% | -20.2% | +50.0% | +32.3% |
| 1Y | +40.5% | -26.5% | +66.9% | +41.8% |
| All | -12.0% | -19.3% | +7.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling