-18.6%
TMUS vs CHYM
-24.9%
+6.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.1% |
| 7D | -0.3% | +2.1% | -2.3% | -0.2% |
| 30D | +3.1% | +11.0% | -7.9% | +3.2% |
| 3M | +2.4% | +83.9% | -81.5% | +4.4% |
| 6M | -17.1% | +45.3% | -62.4% | -16.1% |
| YTD | -9.1% | +28.4% | -37.4% | -7.5% |
| 1Y | -23.6% | +32.2% | -55.8% | -22.2% |
| All | -18.6% | -24.9% | +6.3% | -13.9% |
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