-41.4%
CHTR vs TSEM
+259.4%
-300.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.8% | -7.4% | +1.0% |
| 7D | -1.1% | +6.9% | -7.9% | -0.6% |
| 30D | -0.8% | +5.3% | -6.1% | -0.4% |
| 3M | +17.8% | -14.9% | +32.7% | +17.3% |
| 6M | -34.5% | +80.0% | -114.5% | -31.9% |
| YTD | -27.2% | +89.4% | -116.5% | -24.8% |
| 1Y | -41.4% | +253.1% | -294.5% | -40.5% |
| All | -41.4% | +259.4% | -300.8% | -40.5% |
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