+277.6%
TSM vs CHTR
-82.1%
+359.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.1% |
| 7D | +2.6% | -7.1% | +9.8% | +3.2% |
| 30D | +1.4% | -10.9% | +12.3% | +2.1% |
| 3M | +5.0% | +2.0% | +3.0% | +4.3% |
| 6M | +24.0% | -35.9% | +59.9% | +27.4% |
| YTD | +41.6% | -32.7% | +74.2% | +44.2% |
| 1Y | +66.2% | -46.6% | +112.7% | +74.9% |
| 3Y | +398.2% | -66.7% | +464.9% | +457.5% |
| 5Y | +277.6% | -82.1% | +359.7% | +349.6% |
| All | +277.6% | -82.1% | +359.7% | +349.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling