-14.1%
TSLL vs CHYM
-19.7%
+5.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -2.1% |
| 7D | +5.1% | +3.4% | +1.7% | +3.9% |
| 30D | +20.0% | +12.0% | +8.0% | +16.2% |
| 3M | -23.8% | +102.4% | -126.2% | -37.7% |
| 6M | -30.3% | +52.7% | -83.0% | -39.3% |
| YTD | -47.7% | +37.3% | -84.9% | -53.4% |
| 1Y | -21.2% | +42.2% | -63.4% | -32.3% |
| All | -14.1% | -19.7% | +5.5% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling