+316.5%
CHTR vs TKO
+1,858.2%
-1,541.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | -4.1% | +2.3% | -6.4% | -4.4% |
| 30D | -3.0% | -2.5% | -0.5% | -2.6% |
| 3M | +4.8% | -10.6% | +15.4% | +6.3% |
| 6M | -35.0% | -5.1% | -30.0% | -34.7% |
| YTD | -30.2% | -8.2% | -22.0% | -29.6% |
| 1Y | -44.8% | -4.4% | -40.3% | -44.7% |
| 3Y | -66.6% | +100.4% | -166.9% | -69.9% |
| 5Y | -81.5% | +294.3% | -375.8% | -84.9% |
| 10Y | -44.8% | +983.2% | -1,028.0% | -62.3% |
| All | +316.5% | +1,858.2% | -1,541.8% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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