-45.6%
CHTR vs TSN
+19.9%
-65.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +3.5% |
| 7D | +14.1% | +8.4% | +5.7% | +10.7% |
| 30D | +11.6% | +16.1% | -4.5% | +5.6% |
| 3M | -21.4% | +3.2% | -24.6% | -22.6% |
| 6M | -27.3% | -11.1% | -16.1% | -27.4% |
| YTD | -42.4% | +5.1% | -47.5% | -42.5% |
| 1Y | -45.6% | +19.4% | -65.0% | -45.1% |
| All | -45.6% | +19.9% | -65.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling