-12.0%
CHYM vs TXT
+4.0%
-16.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +3.0% | -10.2% | +13.2% | +7.6% |
| 3M | +98.7% | -13.3% | +112.0% | +108.9% |
| 6M | +46.4% | -14.4% | +60.8% | +54.4% |
| YTD | +29.8% | -9.1% | +38.9% | +29.9% |
| 1Y | +40.5% | -2.2% | +42.6% | +33.7% |
| All | -12.0% | +4.0% | -16.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling