-13.9%
TSLL vs CHYM
-24.9%
+10.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.3% | +12.2% | +9.1% |
| 7D | +5.8% | +2.1% | +3.7% | +5.0% |
| 30D | +21.7% | +11.0% | +10.7% | +18.3% |
| 3M | -28.2% | +83.9% | -112.1% | -39.8% |
| 6M | -29.5% | +45.3% | -74.8% | -37.6% |
| YTD | -47.5% | +28.4% | -75.9% | -52.4% |
| 1Y | -20.8% | +32.2% | -53.0% | -30.6% |
| All | -13.9% | -24.9% | +10.9% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling