-13.3%
TSLA vs CHYM
+71.1%
-84.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.3% | -4.3% |
| 7D | -4.7% | +3.7% | -8.4% | -5.3% |
| 30D | +1.7% | +5.6% | -3.9% | +0.6% |
| 3M | +17.7% | +19.7% | -2.1% | +12.3% |
| 6M | -1.9% | +35.3% | -37.1% | -9.4% |
| YTD | -14.3% | +18.7% | -33.0% | -18.9% |
| 1Y | -13.3% | +67.8% | -81.1% | -26.5% |
| All | -13.3% | +71.1% | -84.4% | -26.5% |
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