-21.2%
TOST vs CHYM
-23.2%
+2.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -4.7% | +9.4% | -14.1% | -7.5% |
| 30D | +8.5% | +10.5% | -2.0% | +5.1% |
| 3M | -1.6% | +4.5% | -6.1% | -3.5% |
| 6M | +44.1% | +82.5% | -38.4% | +15.7% |
| YTD | -5.6% | +31.2% | -36.8% | -17.4% |
| 1Y | -12.6% | +63.5% | -76.1% | -28.1% |
| All | -21.2% | -23.2% | +2.0% | -29.1% |
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