-69.3%
CHTR vs TMF
-42.1%
-27.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.5% | -7.9% |
| 7D | -15.8% | -0.9% | -14.9% | -15.7% |
| 30D | -12.7% | -1.0% | -11.7% | -12.5% |
| 3M | -1.1% | -11.3% | +10.2% | +0.1% |
| 6M | -39.9% | -22.7% | -17.2% | -38.4% |
| YTD | -35.9% | -17.3% | -18.5% | -34.7% |
| 1Y | -49.2% | -22.5% | -26.7% | -48.0% |
| All | -69.3% | -42.1% | -27.2% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling