-49.1%
CHTR vs TEM
+46.9%
-96.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.1% | +5.3% |
| 7D | -7.1% | -9.2% | +2.0% | -6.5% |
| 30D | -10.9% | +5.5% | -16.3% | -11.6% |
| 3M | +2.0% | +18.7% | -16.7% | +0.1% |
| 6M | -35.9% | +15.4% | -51.3% | -37.3% |
| YTD | -32.7% | -0.5% | -32.1% | -33.6% |
| 1Y | -46.6% | -24.8% | -21.7% | -46.3% |
| All | -49.1% | +46.9% | -96.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling