+282.5%
CHTR vs TSEM
+1,236.9%
-954.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.7% | -8.0% |
| 7D | -15.8% | +4.7% | -20.5% | -16.1% |
| 30D | -12.7% | -14.2% | +1.6% | -11.8% |
| 3M | -1.1% | -5.0% | +4.0% | -2.0% |
| 6M | -39.9% | +87.6% | -127.5% | -44.8% |
| YTD | -35.9% | +84.4% | -120.3% | -41.4% |
| 1Y | -49.2% | +235.4% | -284.6% | -56.6% |
| 3Y | -68.3% | +668.0% | -736.3% | -75.6% |
| 5Y | -83.0% | +644.7% | -727.7% | -87.0% |
| 10Y | -49.3% | +1,326.7% | -1,376.0% | -64.8% |
| All | +282.5% | +1,236.9% | -954.3% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling