+229.5%
TE vs CHYM
-24.0%
+253.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.4% | -1.3% | -4.9% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | -16.3% | +3.0% | -19.2% | -17.3% |
| 3M | -40.8% | +98.7% | -139.5% | -55.1% |
| 6M | -42.6% | +46.4% | -89.0% | -51.3% |
| YTD | -31.4% | +29.8% | -61.2% | -39.4% |
| 1Y | +144.9% | +40.5% | +104.5% | +100.6% |
| All | +229.5% | -24.0% | +253.5% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling