-8.5%
TSLL vs CHYM
-23.1%
+14.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.3% |
| 7D | +0.5% | +10.7% | -10.3% | -2.1% |
| 30D | +2.7% | +8.6% | -6.0% | +0.4% |
| 3M | +26.3% | +4.3% | +22.0% | +24.3% |
| 6M | -37.2% | +81.5% | -118.6% | -47.6% |
| YTD | -44.2% | +31.4% | -75.7% | -49.9% |
| 1Y | -44.0% | +62.2% | -106.2% | -51.9% |
| All | -8.5% | -23.1% | +14.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling