-12.9%
CHYM vs TPR
+45.2%
-58.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -2.7% |
| 7D | +2.1% | -3.4% | +5.4% | +3.6% |
| 30D | +11.0% | -27.3% | +38.3% | +26.6% |
| 3M | +83.9% | -16.2% | +100.1% | +94.4% |
| 6M | +45.3% | -17.9% | +63.2% | +55.0% |
| YTD | +28.4% | -7.1% | +35.5% | +29.1% |
| 1Y | +32.2% | +13.6% | +18.6% | +19.5% |
| All | -12.9% | +45.2% | -58.2% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling