+37.8%
CHYM vs TXT
0.0%
+37.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | 0.0% |
| 7D | -2.3% | +2.5% | -4.7% | -3.2% |
| 30D | +4.4% | -8.9% | +13.3% | +8.5% |
| 3M | +91.3% | -13.6% | +104.9% | +102.2% |
| 6M | +44.0% | -13.1% | +57.1% | +51.3% |
| YTD | +31.1% | -7.0% | +38.1% | +26.8% |
| 1Y | +37.8% | -1.4% | +39.2% | +24.0% |
| All | +37.8% | 0.0% | +37.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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