+5.3%
TT vs CHYM
-23.3%
+28.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -7.3% | +4.4% | -11.7% | -7.5% |
| 3M | -3.6% | +91.3% | -94.9% | -6.6% |
| 6M | +2.8% | +44.0% | -41.2% | +0.5% |
| YTD | +14.5% | +31.1% | -16.6% | +11.8% |
| 1Y | +7.4% | +37.8% | -30.4% | +4.1% |
| All | +5.3% | -23.3% | +28.5% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling