-9.6%
CHYM vs TMF
-23.6%
+14.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.8% |
| 7D | +7.1% | -9.3% | +16.4% | +8.8% |
| 30D | +15.7% | +1.9% | +13.8% | +15.2% |
| 3M | +4.3% | -11.2% | +15.5% | +6.2% |
| 6M | +92.9% | -17.7% | +110.6% | +98.7% |
| YTD | +33.3% | -24.5% | +57.7% | +37.1% |
| 1Y | +74.8% | -29.4% | +104.3% | +77.4% |
| All | -9.6% | -23.6% | +14.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling