+334.3%
CHTR vs TMF
-48.9%
+383.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.1% | -1.4% | +0.4% | -1.1% |
| 30D | -0.8% | -2.8% | +2.1% | -0.9% |
| 3M | +17.8% | -10.9% | +28.7% | +17.0% |
| 6M | -34.5% | -21.3% | -13.2% | -35.4% |
| YTD | -27.2% | -15.9% | -11.3% | -27.9% |
| 1Y | -41.4% | -15.7% | -25.7% | -41.9% |
| 3Y | -64.0% | -43.4% | -20.7% | -65.0% |
| 5Y | -81.3% | -87.8% | +6.5% | -84.1% |
| 10Y | -44.1% | -86.7% | +42.7% | -49.5% |
| All | +334.3% | -48.9% | +383.2% | +398.6% |
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 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