-12.0%
CHYM vs TW
-24.5%
+12.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.3% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | +3.0% | -1.7% | +4.7% | +3.3% |
| 3M | +98.7% | +1.6% | +97.1% | +97.1% |
| 6M | +46.4% | -17.7% | +64.1% | +59.3% |
| YTD | +29.8% | -4.3% | +34.1% | +32.0% |
| 1Y | +40.5% | -13.1% | +53.6% | +49.1% |
| All | -12.0% | -24.5% | +12.6% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling