-55.7%
CHTR vs TLN
+574.4%
-630.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | -4.1% | -1.3% | -2.7% | -4.1% |
| 30D | -3.0% | -14.3% | +11.4% | -3.5% |
| 3M | +4.8% | -9.3% | +14.1% | +4.3% |
| 6M | -35.0% | -1.1% | -33.9% | -35.3% |
| YTD | -30.2% | -16.6% | -13.6% | -30.4% |
| 1Y | -44.8% | -22.0% | -22.8% | -44.9% |
| 3Y | -66.6% | +470.2% | -536.7% | -70.3% |
| All | -55.7% | +574.4% | -630.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling