-79.7%
TTD vs CHYM
-23.3%
-56.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -0.6% | -2.3% | +1.6% | -0.1% |
| 30D | +6.3% | +4.4% | +1.9% | +4.5% |
| 3M | -24.1% | +91.3% | -115.4% | -40.1% |
| 6M | -47.4% | +44.0% | -91.4% | -54.6% |
| YTD | -62.2% | +31.1% | -93.3% | -66.5% |
| 1Y | -68.3% | +37.8% | -106.1% | -72.1% |
| All | -79.7% | -23.3% | -56.4% | -76.3% |
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