-0.6%
TT vs CHYM
-22.0%
+21.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +4.0% | +7.1% | -3.0% | +3.8% |
| 30D | -11.3% | +15.7% | -27.0% | -11.8% |
| 3M | -12.3% | +4.3% | -16.5% | -12.5% |
| 6M | -10.8% | +92.9% | -103.8% | -13.8% |
| YTD | +8.2% | +33.3% | -25.1% | +5.5% |
| 1Y | +1.5% | +74.8% | -73.4% | -2.1% |
| All | -0.6% | -22.0% | +21.4% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling