-46.0%
TSLL vs CHTR
-46.1%
0.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.7% | -12.0% | -6.4% |
| 7D | -9.4% | +14.1% | -23.5% | -9.7% |
| 30D | +1.6% | +11.6% | -10.0% | +1.2% |
| 3M | +29.4% | -21.4% | +50.8% | +32.1% |
| 6M | -20.1% | -27.3% | +7.1% | -18.3% |
| YTD | -44.5% | -42.4% | -2.1% | -44.6% |
| 1Y | -46.0% | -45.6% | -0.4% | -45.8% |
| All | -46.0% | -46.1% | 0.0% | -45.8% |
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