+37.0%
CHYM vs TSN
-5.8%
+42.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.7% | -6.3% | +8.0% | +2.9% |
| 30D | +30.2% | -10.8% | +41.1% | +33.1% |
| 3M | +85.9% | -8.8% | +94.7% | +89.0% |
| 6M | +49.9% | -16.8% | +66.7% | +54.0% |
| YTD | +34.1% | -10.0% | +44.1% | +30.8% |
| 1Y | +37.0% | -5.3% | +42.3% | +22.8% |
| All | +37.0% | -5.8% | +42.8% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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