-12.0%
CHYM vs TPR
+43.1%
-55.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.2% |
| 7D | -2.9% | -5.1% | +2.2% | -0.8% |
| 30D | +3.0% | -27.6% | +30.5% | +17.3% |
| 3M | +98.7% | -17.5% | +116.2% | +111.2% |
| 6M | +46.4% | -21.3% | +67.8% | +59.1% |
| YTD | +29.8% | -8.5% | +38.3% | +31.1% |
| 1Y | +40.5% | +11.5% | +29.0% | +27.7% |
| All | -12.0% | +43.1% | -55.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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