+106.0%
TSM vs CHYM
-24.9%
+130.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +2.9% |
| 7D | +6.0% | +2.1% | +4.0% | +5.7% |
| 30D | +4.5% | +11.0% | -6.5% | +2.9% |
| 3M | +3.1% | +83.9% | -80.8% | -6.7% |
| 6M | +30.2% | +45.3% | -15.1% | +21.0% |
| YTD | +45.2% | +28.4% | +16.8% | +36.2% |
| 1Y | +79.6% | +32.2% | +47.4% | +67.3% |
| All | +106.0% | -24.9% | +130.9% | +98.3% |
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 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