+9.2%
TT vs CHYM
+38.9%
-29.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | -7.4% | +30.2% | -37.6% | -8.5% |
| 3M | -3.2% | +85.9% | -89.1% | -6.5% |
| 6M | +1.1% | +49.9% | -48.8% | -1.6% |
| YTD | +15.6% | +34.1% | -18.5% | +12.3% |
| 1Y | +9.2% | +37.0% | -27.8% | +3.4% |
| All | +9.2% | +38.9% | -29.7% | +3.4% |
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