-19.8%
TOST vs CHYM
-23.1%
+3.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -3.6% | +10.7% | -14.3% | -6.8% |
| 30D | +8.9% | +8.6% | +0.2% | +6.0% |
| 3M | -2.2% | +4.3% | -6.5% | -4.1% |
| 6M | +41.0% | +81.5% | -40.5% | +13.4% |
| YTD | -4.0% | +31.4% | -35.4% | -16.1% |
| 1Y | -9.6% | +62.2% | -71.8% | -25.6% |
| All | -19.8% | -23.1% | +3.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling