+65.1%
TGT vs CHYM
-23.3%
+88.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -5.2% | -2.3% | -3.0% | -5.1% |
| 30D | +1.2% | +4.4% | -3.2% | +0.9% |
| 3M | +18.4% | +91.3% | -72.9% | +13.1% |
| 6M | +33.4% | +44.0% | -10.5% | +29.8% |
| YTD | +63.8% | +31.1% | +32.7% | +59.5% |
| 1Y | +77.2% | +37.8% | +39.3% | +68.5% |
| All | +65.1% | -23.3% | +88.3% | +57.5% |
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