-6.9%
CHYM vs TSN
-2.2%
-4.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +8.0% | +7.1% |
| 7D | +3.4% | -7.3% | +10.7% | +4.4% |
| 30D | +12.0% | -8.6% | +20.6% | +13.3% |
| 3M | +102.4% | -7.5% | +109.9% | +104.6% |
| 6M | +52.7% | -14.1% | +66.8% | +53.8% |
| YTD | +37.3% | -9.4% | +46.7% | +35.5% |
| 1Y | +42.2% | -4.1% | +46.3% | +33.2% |
| All | -6.9% | -2.2% | -4.7% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling