+5,957.0%
TSM vs CHTR
+282.5%
+5,674.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +0.7% |
| 7D | +4.8% | -15.8% | +20.6% | +8.2% |
| 30D | +4.0% | -12.7% | +16.7% | +6.3% |
| 3M | +2.0% | -1.1% | +3.1% | +0.9% |
| 6M | +25.5% | -39.9% | +65.4% | +35.2% |
| YTD | +44.0% | -35.9% | +79.9% | +52.0% |
| 1Y | +75.4% | -49.2% | +124.6% | +95.2% |
| 3Y | +406.7% | -68.3% | +475.1% | +508.0% |
| 5Y | +285.0% | -83.0% | +367.9% | +439.8% |
| 10Y | +1,815.4% | -49.3% | +1,864.7% | +1,798.3% |
| All | +5,957.0% | +282.5% | +5,674.5% | +2,700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling