+282.5%
CHTR vs TSN
+488.0%
-205.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.9% |
| 7D | -15.8% | -7.3% | -8.5% | -14.2% |
| 30D | -12.7% | -8.6% | -4.0% | -10.7% |
| 3M | -1.1% | -7.5% | +6.4% | +0.8% |
| 6M | -39.9% | -14.1% | -25.8% | -37.7% |
| YTD | -35.9% | -9.4% | -26.4% | -34.4% |
| 1Y | -49.2% | -4.1% | -45.1% | -48.8% |
| 3Y | -68.3% | +10.3% | -78.6% | -69.3% |
| 5Y | -83.0% | -19.7% | -63.2% | -82.4% |
| 10Y | -49.3% | -7.0% | -42.3% | -51.4% |
| All | +282.5% | +488.0% | -205.4% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling