-23.4%
TSLL vs CHYM
+38.9%
-62.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +17.8% | +30.2% | -12.5% | +5.8% |
| 3M | -37.0% | +85.9% | -122.9% | -50.2% |
| 6M | -37.7% | +49.9% | -87.6% | -47.4% |
| YTD | -51.4% | +34.1% | -85.5% | -57.2% |
| 1Y | -23.4% | +37.0% | -60.4% | -33.8% |
| All | -23.4% | +38.9% | -62.2% | -33.8% |
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