+295.4%
CHTR vs TMF
-54.1%
+349.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.2% |
| 7D | +17.2% | -9.3% | +26.5% | +16.6% |
| 30D | +31.6% | +1.9% | +29.7% | +31.8% |
| 3M | -11.6% | -11.2% | -0.4% | -12.2% |
| 6M | -3.3% | -17.7% | +14.4% | -4.3% |
| YTD | -33.7% | -24.5% | -9.3% | -34.7% |
| 1Y | -32.4% | -29.4% | -3.0% | -33.7% |
| 3Y | -65.9% | -33.4% | -32.5% | -66.3% |
| 5Y | -79.9% | -88.7% | +8.8% | -83.0% |
| 10Y | -49.2% | -82.5% | +33.2% | -51.6% |
| All | +295.4% | -54.1% | +349.5% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling