-18.4%
TSLL vs CHTR
-72.0%
+53.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.2% | +14.8% | +10.7% |
| 7D | -21.2% | +5.9% | -27.1% | -23.7% |
| 30D | -13.3% | +10.4% | -23.7% | -18.2% |
| 3M | +15.4% | -25.0% | +40.4% | +25.9% |
| 6M | -34.2% | -24.6% | -9.7% | -29.2% |
| YTD | -52.9% | -43.4% | -9.5% | -45.5% |
| 1Y | -54.3% | -45.8% | -8.5% | -45.9% |
| 3Y | -18.4% | -71.6% | +53.2% | +33.5% |
| All | -18.4% | -72.0% | +53.7% | +33.5% |
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