+247.2%
TTMI vs CHYM
-23.3%
+270.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.2% |
| 7D | +0.7% | -2.3% | +2.9% | +0.9% |
| 30D | -8.4% | +4.4% | -12.9% | -9.3% |
| 3M | -32.5% | +91.3% | -123.8% | -40.5% |
| 6M | +32.5% | +44.0% | -11.5% | +22.5% |
| YTD | +83.2% | +31.1% | +52.1% | +69.9% |
| 1Y | +161.7% | +37.8% | +123.8% | +135.8% |
| All | +247.2% | -23.3% | +270.4% | +231.5% |
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 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