-67.7%
CHTR vs TAP
-33.1%
-34.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -7.1% | -5.3% | -1.9% | -4.9% |
| 30D | -10.9% | -7.4% | -3.5% | -7.8% |
| 3M | +2.0% | -4.9% | +6.9% | +4.2% |
| 6M | -35.9% | -14.2% | -21.7% | -31.8% |
| YTD | -32.7% | -14.8% | -17.8% | -28.3% |
| 1Y | -46.6% | -18.1% | -28.5% | -42.4% |
| All | -67.7% | -33.1% | -34.6% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling