-17.4%
TOST vs CHYM
+38.9%
-56.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | +1.7% | -5.1% | -4.0% |
| 30D | -2.4% | +30.2% | -32.7% | -12.2% |
| 3M | +34.6% | +85.9% | -51.3% | +5.0% |
| 6M | +15.2% | +49.9% | -34.7% | -3.6% |
| YTD | -4.4% | +34.1% | -38.5% | -17.8% |
| 1Y | -17.4% | +37.0% | -54.4% | -33.6% |
| All | -17.4% | +38.9% | -56.3% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling