-23.7%
TOST vs CHYM
-19.7%
-4.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.9% | -9.5% | -4.7% |
| 7D | -4.7% | +3.4% | -8.1% | -5.8% |
| 30D | -9.1% | +12.0% | -21.1% | -12.5% |
| 3M | +29.8% | +102.4% | -72.6% | +1.2% |
| 6M | +10.0% | +52.7% | -42.6% | -6.8% |
| YTD | -8.6% | +37.3% | -45.9% | -20.9% |
| 1Y | -20.7% | +42.2% | -62.9% | -33.8% |
| All | -23.7% | -19.7% | -4.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling