-47.8%
CHTR vs TPR
+318.3%
-366.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.6% |
| 7D | -7.1% | -5.1% | -2.0% | -6.2% |
| 30D | -10.9% | -27.6% | +16.7% | -5.7% |
| 3M | +2.0% | -17.5% | +19.5% | +5.3% |
| 6M | -35.9% | -21.3% | -14.6% | -33.6% |
| YTD | -32.7% | -8.5% | -24.2% | -32.4% |
| 1Y | -46.6% | +11.5% | -58.0% | -48.5% |
| 3Y | -66.7% | +288.0% | -354.7% | -75.2% |
| 5Y | -82.1% | +225.2% | -307.3% | -86.6% |
| All | -47.8% | +318.3% | -366.1% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling