-20.6%
TMUS vs CHYM
-24.0%
+3.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.2% |
| 7D | -5.8% | -2.9% | -2.9% | -5.8% |
| 30D | -0.2% | +3.0% | -3.2% | -0.2% |
| 3M | -4.0% | +98.7% | -102.7% | -1.8% |
| 6M | -18.1% | +46.4% | -64.6% | -17.1% |
| YTD | -11.3% | +29.8% | -41.1% | -9.8% |
| 1Y | -24.7% | +40.5% | -65.2% | -23.6% |
| All | -20.6% | -24.0% | +3.4% | -16.0% |
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