+5.7%
TT vs CHYM
-19.7%
+25.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -0.7% |
| 7D | +1.4% | +3.4% | -2.0% | +1.3% |
| 30D | -6.7% | +12.0% | -18.7% | -7.1% |
| 3M | -5.4% | +102.4% | -107.8% | -8.6% |
| 6M | +4.4% | +52.7% | -48.3% | +1.8% |
| YTD | +14.9% | +37.3% | -22.3% | +12.0% |
| 1Y | +9.3% | +42.2% | -32.9% | +5.7% |
| All | +5.7% | -19.7% | +25.3% | +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 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