-67.4%
CHTR vs TMF
-31.3%
-36.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -2.2% |
| 7D | +5.4% | -8.2% | +13.6% | +6.4% |
| 30D | +24.0% | +5.3% | +18.7% | +23.3% |
| 3M | -11.7% | -8.5% | -3.2% | -11.0% |
| 6M | -10.3% | -17.2% | +6.9% | -8.8% |
| YTD | -36.5% | -23.4% | -13.0% | -35.0% |
| 1Y | -37.7% | -30.2% | -7.5% | -35.9% |
| All | -67.4% | -31.3% | -36.1% | -62.6% |
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