+84.4%
TSM vs CHYM
+38.9%
+45.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | +3.6% | +30.2% | -26.6% | -0.8% |
| 3M | -3.4% | +85.9% | -89.3% | -13.2% |
| 6M | +20.6% | +49.9% | -29.3% | +10.8% |
| YTD | +41.9% | +34.1% | +7.7% | +31.4% |
| 1Y | +84.4% | +37.0% | +47.4% | +68.8% |
| All | +84.4% | +38.9% | +45.5% | +68.8% |
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