-83.0%
CHTR vs TMF
-88.0%
+5.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.5% | -8.0% |
| 7D | -15.8% | -0.9% | -14.9% | -15.7% |
| 30D | -12.7% | -1.0% | -11.7% | -12.6% |
| 3M | -1.1% | -11.3% | +10.2% | -0.2% |
| 6M | -39.9% | -22.7% | -17.2% | -38.8% |
| YTD | -35.9% | -17.3% | -18.5% | -35.0% |
| 1Y | -49.2% | -22.5% | -26.7% | -48.3% |
| 3Y | -68.3% | -43.2% | -25.1% | -67.4% |
| 5Y | -83.0% | -88.3% | +5.4% | -81.8% |
| All | -83.0% | -88.0% | +5.0% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling