-47.2%
CHTR vs TEM
+47.5%
-94.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -4.1% | -8.7% | +4.6% | -3.5% |
| 30D | -3.0% | +8.1% | -11.0% | -3.9% |
| 3M | +4.8% | +19.0% | -14.2% | +2.7% |
| 6M | -35.0% | +12.0% | -47.0% | -36.3% |
| YTD | -30.2% | -0.1% | -30.1% | -31.1% |
| 1Y | -44.8% | -33.5% | -11.2% | -44.0% |
| All | -47.2% | +47.5% | -94.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling