-55.7%
CHTR vs TLN
+602.5%
-658.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.0% |
| 7D | -0.3% | +10.9% | -11.2% | 0.0% |
| 30D | -4.5% | -6.3% | +1.8% | -4.7% |
| 3M | +10.2% | -10.7% | +20.9% | +9.8% |
| 6M | -37.2% | +1.6% | -38.9% | -37.4% |
| YTD | -30.2% | -13.1% | -17.1% | -30.3% |
| 1Y | -44.8% | -15.1% | -29.7% | -44.9% |
| 3Y | -65.5% | +495.0% | -560.5% | -69.4% |
| All | -55.7% | +602.5% | -658.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling