+316.5%
CHTR vs TNA
+509.7%
-193.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | -4.1% | -7.3% | +3.2% | -2.7% |
| 30D | -3.0% | -14.2% | +11.2% | -0.1% |
| 3M | +4.8% | -4.6% | +9.3% | +5.3% |
| 6M | -35.0% | +36.9% | -72.0% | -39.7% |
| YTD | -30.2% | +42.5% | -72.7% | -36.1% |
| 1Y | -44.8% | +45.8% | -90.5% | -50.1% |
| 3Y | -66.6% | +104.7% | -171.2% | -73.4% |
| 5Y | -81.5% | -21.7% | -59.8% | -83.7% |
| 10Y | -44.8% | +83.8% | -128.6% | -66.5% |
| All | +316.5% | +509.7% | -193.2% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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