-66.6%
CHTR vs TCOM
+8.0%
-74.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.7% |
| 7D | -4.1% | -4.9% | +0.8% | -3.8% |
| 30D | -3.0% | -14.4% | +11.4% | -2.2% |
| 3M | +4.8% | -17.7% | +22.4% | +5.8% |
| 6M | -35.0% | -25.1% | -9.9% | -34.1% |
| YTD | -30.2% | -45.7% | +15.6% | -28.3% |
| 1Y | -44.8% | -47.9% | +3.1% | -43.2% |
| 3Y | -66.6% | +8.9% | -75.5% | -67.7% |
| All | -66.6% | +8.0% | -74.6% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling