-21.7%
TOST vs CHYM
-24.9%
+3.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.6% |
| 7D | -0.9% | +2.1% | -2.9% | -1.6% |
| 30D | -3.5% | +11.0% | -14.5% | -6.7% |
| 3M | +38.1% | +83.9% | -45.8% | +11.1% |
| 6M | +9.9% | +45.3% | -35.4% | -5.4% |
| YTD | -6.3% | +28.4% | -34.6% | -17.0% |
| 1Y | -18.3% | +32.2% | -50.5% | -30.1% |
| All | -21.7% | -24.9% | +3.1% | -28.7% |
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