+148.6%
TE vs CHYM
+38.9%
+109.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.0% | +1.7% | -5.7% | -4.6% |
| 30D | -15.9% | +30.2% | -46.2% | -26.1% |
| 3M | -60.5% | +85.9% | -146.5% | -70.7% |
| 6M | -35.2% | +49.9% | -85.1% | -47.2% |
| YTD | -31.1% | +34.1% | -65.3% | -40.8% |
| 1Y | +148.6% | +37.0% | +111.6% | +91.3% |
| All | +148.6% | +38.9% | +109.8% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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