-11.1%
CHYM vs TXG
+547.1%
-558.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | 0.0% |
| 7D | -2.3% | +9.5% | -11.7% | -5.0% |
| 30D | +4.4% | +18.8% | -14.3% | -1.3% |
| 3M | +91.3% | +136.1% | -44.8% | +38.9% |
| 6M | +44.0% | +235.2% | -191.3% | -9.4% |
| YTD | +31.1% | +320.5% | -289.4% | -24.3% |
| 1Y | +37.8% | +425.2% | -387.3% | -28.0% |
| All | -11.1% | +547.1% | -558.2% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling