-47.4%
CHTR vs TPR
+364.3%
-411.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +17.2% | -0.3% | +17.5% | +17.3% |
| 30D | +31.6% | +15.1% | +16.5% | +28.2% |
| 3M | -11.6% | +3.5% | -15.1% | -12.1% |
| 6M | -3.3% | +0.4% | -3.7% | -3.8% |
| YTD | -33.7% | +4.6% | -38.3% | -35.1% |
| 1Y | -32.4% | +33.1% | -65.5% | -36.9% |
| 3Y | -65.9% | +396.0% | -461.9% | -75.8% |
| 5Y | -79.9% | +230.3% | -310.2% | -85.0% |
| All | -47.4% | +364.3% | -411.7% | -65.7% |
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