-45.6%
CHTR vs TSEM
+79.9%
-125.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.7% | +14.4% | +4.8% |
| 7D | +14.1% | -23.1% | +37.2% | +11.5% |
| 30D | +11.6% | -40.4% | +52.0% | +7.2% |
| 3M | -21.4% | -37.9% | +16.4% | -24.0% |
| 6M | -27.3% | -30.8% | +3.5% | -28.5% |
| YTD | -42.4% | +26.7% | -69.1% | -41.4% |
| 1Y | -45.6% | +80.5% | -126.0% | -44.3% |
| All | -45.6% | +79.9% | -125.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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