+84.4%
TSM vs CHTR
-41.9%
+126.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +2.7% | -1.1% | +3.8% | +2.7% |
| 30D | +3.6% | -0.8% | +4.4% | +3.7% |
| 3M | -3.4% | +17.8% | -21.1% | -1.9% |
| 6M | +20.6% | -34.5% | +55.1% | +17.5% |
| YTD | +41.9% | -27.2% | +69.1% | +39.3% |
| 1Y | +84.4% | -41.4% | +125.8% | +97.9% |
| All | +84.4% | -41.9% | +126.3% | +97.9% |
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