+92.9%
CHYM vs TMF
-18.1%
+111.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.1% |
| 7D | +7.1% | -9.3% | +16.4% | +11.2% |
| 30D | +15.7% | +1.9% | +13.8% | +14.1% |
| 3M | +4.3% | -11.2% | +15.5% | +10.6% |
| 6M | +92.9% | -17.7% | +110.6% | +113.4% |
| All | +92.9% | -18.1% | +111.0% | +113.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling