-35.9%
CHTR vs TSLQ
-13.6%
-22.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +5.0% |
| 7D | -7.1% | +5.7% | -12.8% | -6.9% |
| 30D | -10.9% | -21.1% | +10.2% | -11.5% |
| 3M | +2.0% | -11.5% | +13.5% | +2.0% |
| 6M | -35.9% | -14.9% | -21.0% | -36.0% |
| All | -35.9% | -13.6% | -22.3% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling