-18.3%
TMUS vs CHYM
-23.3%
+5.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | +0.4% | -2.3% | +2.7% | +0.4% |
| 30D | +3.5% | +4.4% | -0.9% | +3.6% |
| 3M | -1.3% | +91.3% | -92.6% | +0.7% |
| 6M | -13.6% | +44.0% | -57.6% | -12.6% |
| YTD | -8.8% | +31.1% | -39.9% | -7.2% |
| 1Y | -22.9% | +37.8% | -60.7% | -21.5% |
| All | -18.3% | -23.3% | +5.0% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling