-0.8%
TOST vs CHYM
+71.1%
-71.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.9% | -0.4% | +3.3% |
| 7D | +10.7% | +3.7% | +7.0% | +9.3% |
| 30D | +17.7% | +5.6% | +12.2% | +15.5% |
| 3M | +4.6% | +19.7% | -15.1% | -4.1% |
| 6M | +20.3% | +35.3% | -15.0% | +3.4% |
| YTD | -0.4% | +18.7% | -19.1% | -11.5% |
| 1Y | -0.8% | +67.8% | -68.6% | -27.5% |
| All | -0.8% | +71.1% | -71.8% | -27.5% |
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 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