-34.4%
TSCO vs CHYM
-23.3%
-11.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -5.7% | -2.3% | -3.4% | -5.5% |
| 30D | -8.8% | +4.4% | -13.2% | -9.2% |
| 3M | +6.3% | +91.3% | -85.0% | +0.5% |
| 6M | -32.3% | +44.0% | -76.2% | -35.1% |
| YTD | -32.7% | +31.1% | -63.8% | -35.3% |
| 1Y | -43.7% | +37.8% | -81.5% | -46.6% |
| All | -34.4% | -23.3% | -11.2% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling