-45.9%
CHTR vs TSN
-4.9%
-40.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | -4.1% | +3.0% | -7.1% | -4.8% |
| 30D | -3.0% | -4.2% | +1.2% | -1.9% |
| 3M | +4.8% | -3.9% | +8.7% | +5.9% |
| 6M | -35.0% | -9.8% | -25.2% | -33.3% |
| YTD | -30.2% | -7.3% | -22.9% | -28.9% |
| 1Y | -44.8% | -2.2% | -42.6% | -44.7% |
| 3Y | -66.6% | +11.9% | -78.4% | -67.8% |
| 5Y | -81.5% | -16.9% | -64.5% | -81.0% |
| All | -45.9% | -4.9% | -40.9% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling