-68.9%
CHTR vs TSLQ
-97.2%
+28.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.6% |
| 7D | -4.1% | -6.6% | +2.5% | -4.6% |
| 30D | -3.0% | -24.3% | +21.3% | -4.8% |
| 3M | +4.8% | -3.6% | +8.4% | +5.8% |
| 6M | -35.0% | -12.0% | -23.1% | -34.4% |
| YTD | -30.2% | +1.4% | -31.5% | -28.3% |
| 1Y | -44.8% | -43.6% | -1.2% | -45.5% |
| 3Y | -66.6% | -95.4% | +28.8% | -70.1% |
| All | -68.9% | -97.2% | +28.3% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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