-0.9%
TSLA vs CHYM
+42.5%
-43.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.2% | -2.3% | +5.5% | +3.5% |
| 30D | +11.6% | +4.4% | +7.2% | +10.6% |
| 3M | -8.4% | +91.3% | -99.7% | -19.5% |
| 6M | -10.4% | +44.0% | -54.4% | -17.6% |
| YTD | -18.7% | +31.1% | -49.8% | -24.1% |
| 1Y | -0.9% | +37.8% | -38.8% | -9.5% |
| All | -0.9% | +42.5% | -43.5% | -9.5% |
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