-6.9%
CHYM vs TRMB
-20.7%
+13.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.3% | +8.9% |
| 7D | +3.4% | -2.9% | +6.3% | +5.8% |
| 30D | +12.0% | -1.8% | +13.8% | +13.2% |
| 3M | +102.4% | +8.4% | +94.0% | +84.4% |
| 6M | +52.7% | -18.5% | +71.2% | +85.3% |
| YTD | +37.3% | -26.7% | +64.0% | +81.5% |
| 1Y | +42.2% | -28.3% | +70.5% | +91.2% |
| All | -6.9% | -20.7% | +13.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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