+37.8%
CHYM vs TSLQ
-49.6%
+87.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.8% |
| 7D | -2.3% | -6.6% | +4.3% | -3.3% |
| 30D | +4.4% | -24.3% | +28.7% | +0.3% |
| 3M | +91.3% | -3.6% | +94.9% | +96.0% |
| 6M | +44.0% | -12.0% | +55.9% | +46.9% |
| YTD | +31.1% | +1.4% | +29.7% | +38.5% |
| 1Y | +37.8% | -43.6% | +81.4% | +42.4% |
| All | +37.8% | -49.6% | +87.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling