-23.4%
TSLL vs CHTR
-41.9%
+18.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -11.9% |
| 7D | +1.9% | -1.1% | +3.0% | +1.8% |
| 30D | +17.8% | -0.8% | +18.5% | +17.5% |
| 3M | -37.0% | +17.8% | -54.8% | -38.4% |
| 6M | -37.7% | -34.5% | -3.2% | -35.7% |
| YTD | -51.4% | -27.2% | -24.2% | -51.6% |
| 1Y | -23.4% | -41.4% | +18.1% | -4.7% |
| All | -23.4% | -41.9% | +18.6% | -4.7% |
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