+334.4%
TER vs CHYM
-24.9%
+359.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +4.9% |
| 7D | +11.0% | +2.1% | +8.9% | +10.5% |
| 30D | -1.9% | +11.0% | -12.9% | -3.8% |
| 3M | -0.7% | +83.9% | -84.6% | -12.5% |
| 6M | +36.4% | +45.3% | -9.0% | +24.7% |
| YTD | +92.4% | +28.4% | +64.1% | +77.7% |
| 1Y | +213.5% | +32.2% | +181.3% | +186.3% |
| All | +334.4% | -24.9% | +359.2% | +310.7% |
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