-11.1%
CHYM vs TSN
+0.1%
-11.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.3% | +3.0% | -5.3% | -2.6% |
| 30D | +4.4% | -4.2% | +8.6% | +5.0% |
| 3M | +91.3% | -3.9% | +95.2% | +92.5% |
| 6M | +44.0% | -9.8% | +53.8% | +43.2% |
| YTD | +31.1% | -7.3% | +38.4% | +29.1% |
| 1Y | +37.8% | -2.2% | +40.1% | +28.8% |
| All | -11.1% | +0.1% | -11.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling