+301.6%
CHTR vs TCOM
+112.9%
+188.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.2% | +5.1% |
| 7D | -7.1% | -6.5% | -0.6% | -6.5% |
| 30D | -10.9% | -16.2% | +5.4% | -9.3% |
| 3M | +2.0% | -19.3% | +21.3% | +4.1% |
| 6M | -35.9% | -27.2% | -8.7% | -34.0% |
| YTD | -32.7% | -46.2% | +13.5% | -28.8% |
| 1Y | -46.6% | -46.6% | +0.1% | -43.5% |
| 3Y | -66.7% | +8.4% | -75.1% | -67.9% |
| 5Y | -82.1% | +25.8% | -108.0% | -83.6% |
| 10Y | -46.8% | -11.9% | -34.9% | -51.2% |
| All | +301.6% | +112.9% | +188.7% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling