-19.7%
TSCO vs CHTR
-65.7%
+46.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.1% |
| 7D | -5.7% | -4.1% | -1.6% | -5.1% |
| 30D | -8.8% | -3.0% | -5.8% | -8.5% |
| 3M | +6.3% | +4.8% | +1.6% | +4.8% |
| 6M | -32.3% | -35.0% | +2.8% | -28.3% |
| YTD | -32.7% | -30.2% | -2.5% | -29.7% |
| 1Y | -43.7% | -44.8% | +1.1% | -38.8% |
| 3Y | -19.7% | -66.6% | +46.9% | -1.9% |
| All | -19.7% | -65.7% | +46.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling