-11.1%
CHYM vs TRI
-47.7%
+36.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -2.3% | -7.9% | +5.6% | +0.7% |
| 30D | +4.4% | -4.5% | +8.9% | +5.8% |
| 3M | +91.3% | +22.1% | +69.2% | +72.9% |
| 6M | +44.0% | -2.8% | +46.8% | +42.5% |
| YTD | +31.1% | -23.4% | +54.5% | +37.0% |
| 1Y | +37.8% | -41.5% | +79.4% | +56.6% |
| All | -11.1% | -47.7% | +36.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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