+37.0%
CHYM vs TXG
+372.5%
-335.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | +30.2% | +32.0% | -1.8% | +17.9% |
| 3M | +85.9% | +87.0% | -1.1% | +44.8% |
| 6M | +49.9% | +180.1% | -130.2% | -1.3% |
| YTD | +34.1% | +284.1% | -250.0% | -22.5% |
| 1Y | +37.0% | +361.7% | -324.7% | -29.5% |
| All | +37.0% | +372.5% | -335.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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