+0.9%
TEL vs CHYM
+42.5%
-41.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.4% |
| 7D | +1.6% | -2.3% | +3.8% | +1.8% |
| 30D | -0.7% | +4.4% | -5.1% | -1.4% |
| 3M | +2.4% | +91.3% | -88.9% | -8.5% |
| 6M | +4.1% | +44.0% | -39.9% | -3.5% |
| YTD | -5.8% | +31.1% | -36.9% | -12.2% |
| 1Y | +0.9% | +37.8% | -37.0% | -7.4% |
| All | +0.9% | +42.5% | -41.7% | -7.4% |
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