-72.2%
TTD vs CHYM
+38.9%
-111.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +1.7% | +4.7% | +5.9% |
| 30D | -23.9% | +30.2% | -54.1% | -28.6% |
| 3M | -31.4% | +85.9% | -117.3% | -41.7% |
| 6M | -42.7% | +49.9% | -92.6% | -49.1% |
| YTD | -62.0% | +34.1% | -96.1% | -65.8% |
| 1Y | -72.2% | +37.0% | -109.2% | -73.6% |
| All | -72.2% | +38.9% | -111.1% | -73.6% |
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 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