+316.4%
CHTR vs TAP
+30.7%
+285.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.9% |
| 7D | -0.3% | -2.3% | +2.0% | +0.4% |
| 30D | -4.5% | -9.4% | +4.9% | -1.7% |
| 3M | +10.2% | -0.8% | +11.0% | +10.5% |
| 6M | -37.2% | -14.7% | -22.5% | -34.4% |
| YTD | -30.2% | -13.9% | -16.2% | -27.3% |
| 1Y | -44.8% | -18.6% | -26.1% | -41.7% |
| 3Y | -65.5% | -32.0% | -33.5% | -62.0% |
| 5Y | -81.8% | -1.0% | -80.8% | -82.1% |
| 10Y | -45.8% | -51.4% | +5.6% | -37.7% |
| All | +316.4% | +30.7% | +285.7% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling