-12.9%
CHYM vs TYL
-40.5%
+27.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.4% |
| 7D | +2.1% | -7.6% | +9.7% | +5.4% |
| 30D | +11.0% | +11.3% | -0.3% | +5.8% |
| 3M | +83.9% | +14.5% | +69.4% | +70.8% |
| 6M | +45.3% | -7.1% | +52.5% | +50.4% |
| YTD | +28.4% | -23.4% | +51.7% | +42.9% |
| 1Y | +32.2% | -38.6% | +70.8% | +68.2% |
| All | -12.9% | -40.5% | +27.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling