-12.0%
CHYM vs TRGP
+78.5%
-90.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -2.9% | -0.6% | -2.4% | -2.9% |
| 30D | +3.0% | +10.0% | -7.0% | +2.7% |
| 3M | +98.7% | +7.6% | +91.1% | +97.5% |
| 6M | +46.4% | +26.8% | +19.6% | +42.3% |
| YTD | +29.8% | +60.6% | -30.8% | +19.5% |
| 1Y | +40.5% | +82.5% | -42.0% | +22.8% |
| All | -12.0% | +78.5% | -90.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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