+1,779.8%
TSM vs CHTR
-44.7%
+1,824.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.6% |
| 7D | +1.0% | -4.1% | +5.1% | +1.6% |
| 30D | +1.0% | -3.0% | +3.9% | +1.0% |
| 3M | +2.9% | +4.8% | -1.9% | +1.1% |
| 6M | +22.8% | -35.0% | +57.9% | +29.2% |
| YTD | +43.3% | -30.2% | +73.5% | +47.8% |
| 1Y | +69.2% | -44.8% | +114.0% | +83.3% |
| 3Y | +404.5% | -66.6% | +471.1% | +494.2% |
| 5Y | +282.2% | -81.5% | +363.7% | +426.7% |
| All | +1,779.8% | -44.7% | +1,824.5% | +1,762.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling