-66.6%
CHTR vs TSN
+13.0%
-79.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | -4.1% | +3.0% | -7.1% | -5.1% |
| 30D | -3.0% | -4.2% | +1.2% | -1.5% |
| 3M | +4.8% | -3.9% | +8.7% | +6.3% |
| 6M | -35.0% | -9.8% | -25.2% | -32.8% |
| YTD | -30.2% | -7.3% | -22.9% | -28.5% |
| 1Y | -44.8% | -2.2% | -42.6% | -44.6% |
| 3Y | -66.6% | +11.9% | -78.4% | -69.9% |
| All | -66.6% | +13.0% | -79.5% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling