-11.1%
CHYM vs TW
-25.3%
+14.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -2.3% | -4.5% | +2.2% | -1.1% |
| 30D | +4.4% | -2.3% | +6.7% | +4.9% |
| 3M | +91.3% | +2.6% | +88.7% | +89.0% |
| 6M | +44.0% | -17.5% | +61.5% | +56.1% |
| YTD | +31.1% | -5.3% | +36.4% | +33.6% |
| 1Y | +37.8% | -14.8% | +52.6% | +47.3% |
| All | -11.1% | -25.3% | +14.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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