-2.0%
TLT vs CHYM
-24.0%
+22.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.3% | -1.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.5% |
| 30D | -1.3% | +3.0% | -4.3% | -1.4% |
| 3M | -3.7% | +98.7% | -102.4% | -4.4% |
| 6M | -6.4% | +46.4% | -52.8% | -7.0% |
| YTD | -4.5% | +29.8% | -34.3% | -5.1% |
| 1Y | -5.9% | +40.5% | -46.3% | -6.2% |
| All | -2.0% | -24.0% | +22.0% | -2.5% |
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 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