-21.2%
TSLL vs CHTR
-49.0%
+27.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.1% | +7.9% | +0.8% |
| 7D | +5.1% | -15.8% | +20.9% | +7.2% |
| 30D | +20.0% | -12.7% | +32.6% | +21.5% |
| 3M | -23.8% | -1.1% | -22.7% | -24.0% |
| 6M | -30.3% | -39.9% | +9.6% | -28.0% |
| YTD | -47.7% | -35.9% | -11.8% | -47.1% |
| 1Y | -21.2% | -49.2% | +28.0% | -4.2% |
| All | -21.2% | -49.0% | +27.8% | -4.2% |
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