-70.0%
CHTR vs TSLQ
-97.2%
+27.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +5.2% |
| 7D | -7.1% | +5.7% | -12.8% | -6.7% |
| 30D | -10.9% | -21.1% | +10.2% | -12.3% |
| 3M | +2.0% | -11.5% | +13.5% | +2.3% |
| 6M | -35.9% | -14.9% | -21.0% | -35.5% |
| YTD | -32.7% | +2.4% | -35.1% | -30.9% |
| 1Y | -46.6% | -49.8% | +3.2% | -47.8% |
| 3Y | -66.7% | -95.8% | +29.1% | -70.7% |
| All | -70.0% | -97.2% | +27.2% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling