-45.6%
CHTR vs TCOM
-39.6%
-5.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +5.4% |
| 7D | +14.1% | +10.7% | +3.4% | +13.4% |
| 30D | +11.6% | +10.1% | +1.5% | +11.0% |
| 3M | -21.4% | -8.9% | -12.6% | -21.5% |
| 6M | -27.3% | -19.2% | -8.1% | -27.2% |
| YTD | -42.4% | -40.6% | -1.8% | -43.0% |
| 1Y | -45.6% | -39.0% | -6.5% | -45.8% |
| All | -45.6% | -39.6% | -5.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling