-72.0%
TTD vs CHYM
+71.1%
-143.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.3% |
| 7D | +3.7% | +3.7% | 0.0% | +2.7% |
| 30D | +10.4% | +5.6% | +4.8% | +8.8% |
| 3M | -31.6% | +19.7% | -51.3% | -34.6% |
| 6M | -45.1% | +35.3% | -80.4% | -49.7% |
| YTD | -65.1% | +18.7% | -83.8% | -67.9% |
| 1Y | -72.0% | +67.8% | -139.8% | -74.5% |
| All | -72.0% | +71.1% | -143.1% | -74.5% |
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