-45.6%
CHTR vs TPR
+20.9%
-66.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.1% | +5.0% |
| 7D | +14.1% | +12.6% | +1.5% | +11.6% |
| 30D | +11.6% | +7.1% | +4.4% | +10.0% |
| 3M | -21.4% | -19.4% | -2.1% | -20.3% |
| 6M | -27.3% | -9.7% | -17.5% | -27.8% |
| YTD | -42.4% | -1.0% | -41.4% | -44.1% |
| 1Y | -45.6% | +19.3% | -64.9% | -49.8% |
| All | -45.6% | +20.9% | -66.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling