-40.9%
TSCO vs CHTR
-41.9%
+1.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +0.8% | -1.1% | +1.8% | +0.9% |
| 30D | +5.5% | -0.8% | +6.2% | +5.4% |
| 3M | +20.0% | +17.8% | +2.2% | +16.8% |
| 6M | -29.8% | -34.5% | +4.7% | -26.9% |
| YTD | -28.7% | -27.2% | -1.5% | -25.5% |
| 1Y | -40.9% | -41.4% | +0.5% | -38.0% |
| All | -40.9% | -41.9% | +1.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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