-26.7%
TSLL vs CHTR
-65.0%
+38.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.1% | +12.0% | +9.7% |
| 7D | +5.8% | -0.3% | +6.1% | +5.1% |
| 30D | +21.7% | -4.5% | +26.2% | +23.0% |
| 3M | -28.2% | +10.2% | -38.5% | -32.6% |
| 6M | -29.5% | -37.2% | +7.8% | -17.0% |
| YTD | -47.5% | -30.2% | -17.4% | -42.9% |
| 1Y | -20.8% | -44.8% | +24.0% | +0.4% |
| 3Y | -26.7% | -65.5% | +38.8% | +28.6% |
| All | -26.7% | -65.0% | +38.3% | +28.6% |
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