-49.1%
TSLL vs CHTR
-70.0%
+20.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.0% | -5.4% |
| 7D | +17.8% | +17.2% | +0.6% | +10.3% |
| 30D | +8.2% | +31.6% | -23.4% | -5.7% |
| 3M | +20.9% | -11.6% | +32.5% | +24.0% |
| 6M | -37.5% | -3.3% | -34.2% | -39.4% |
| YTD | -44.5% | -33.7% | -10.8% | -39.0% |
| 1Y | -33.0% | -32.4% | -0.5% | -27.6% |
| 3Y | -6.4% | -65.9% | +59.6% | +52.4% |
| All | -49.1% | -70.0% | +20.8% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling