-20.2%
TSLL vs CHYM
-21.5%
+1.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -11.9% |
| 7D | +1.9% | +1.7% | +0.2% | +1.4% |
| 30D | +17.8% | +30.2% | -12.5% | +8.5% |
| 3M | -37.0% | +85.9% | -122.9% | -47.3% |
| 6M | -37.7% | +49.9% | -87.6% | -45.3% |
| YTD | -51.4% | +34.1% | -85.5% | -56.3% |
| 1Y | -23.4% | +37.0% | -60.4% | -33.6% |
| All | -20.2% | -21.5% | +1.3% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling