+36.0%
TSM vs CHTR
-46.1%
+82.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -1.6% |
| 7D | -10.0% | +14.1% | -24.1% | -8.6% |
| 30D | -18.5% | +11.6% | -30.1% | -17.4% |
| 3M | -4.9% | -21.4% | +16.6% | -6.3% |
| 6M | -1.0% | -27.3% | +26.3% | -2.7% |
| YTD | +31.3% | -42.4% | +73.6% | +26.6% |
| 1Y | +36.0% | -45.6% | +81.6% | +30.3% |
| All | +36.0% | -46.1% | +82.1% | +30.3% |
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