+33.2%
TFC vs CHYM
-23.3%
+56.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.4% | -2.3% | -0.2% | -2.3% |
| 30D | -3.4% | +4.4% | -7.8% | -3.8% |
| 3M | +0.4% | +91.3% | -90.9% | -6.3% |
| 6M | +12.7% | +44.0% | -31.3% | +7.9% |
| YTD | +5.6% | +31.1% | -25.5% | +1.5% |
| 1Y | +16.0% | +37.8% | -21.8% | +9.3% |
| All | +33.2% | -23.3% | +56.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling