+37.0%
CHYM vs TYL
-34.2%
+71.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.9% |
| 7D | +1.7% | -3.7% | +5.4% | +3.1% |
| 30D | +30.2% | +18.7% | +11.5% | +21.1% |
| 3M | +85.9% | +18.1% | +67.8% | +71.0% |
| 6M | +49.9% | -1.1% | +51.0% | +50.9% |
| YTD | +34.1% | -19.8% | +53.9% | +44.9% |
| 1Y | +37.0% | -34.3% | +71.3% | +68.0% |
| All | +37.0% | -34.2% | +71.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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