-81.6%
CHTR vs TSEM
+617.3%
-698.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.7% |
| 7D | -4.1% | -4.9% | +0.8% | -4.0% |
| 30D | -3.0% | -18.7% | +15.8% | -2.6% |
| 3M | +4.8% | -18.1% | +22.9% | +4.8% |
| 6M | -35.0% | +77.1% | -112.1% | -38.9% |
| YTD | -30.2% | +80.1% | -110.3% | -34.9% |
| 1Y | -44.8% | +220.4% | -265.2% | -51.8% |
| 3Y | -66.6% | +650.1% | -716.6% | -73.9% |
| All | -81.6% | +617.3% | -698.9% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling