-5.5%
TOST vs CHYM
+69.1%
-74.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.9% |
| 7D | 0.0% | +7.1% | -7.1% | -2.3% |
| 30D | +16.2% | +15.7% | +0.5% | +10.4% |
| 3M | -1.5% | +4.3% | -5.8% | -3.6% |
| 6M | +55.3% | +92.9% | -37.6% | +18.3% |
| YTD | -2.3% | +33.3% | -35.6% | -17.1% |
| 1Y | -5.5% | +74.8% | -80.4% | -28.5% |
| All | -5.5% | +69.1% | -74.6% | -28.5% |
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