+29.5%
TEL vs CHYM
-23.3%
+52.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 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% | -7.7% |
| 6M | +4.1% | +44.0% | -39.9% | -2.8% |
| YTD | -5.8% | +31.1% | -36.9% | -11.6% |
| 1Y | +0.9% | +37.8% | -37.0% | -6.3% |
| All | +29.5% | -23.3% | +52.8% | +25.6% |
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