-66.6%
CHTR vs TPR
+292.6%
-359.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.4% |
| 7D | -0.3% | -3.4% | +3.1% | +0.4% |
| 30D | -4.5% | -27.3% | +22.8% | +0.9% |
| 3M | +10.2% | -16.2% | +26.5% | +13.2% |
| 6M | -37.2% | -17.9% | -19.4% | -35.7% |
| YTD | -30.2% | -7.1% | -23.1% | -30.5% |
| 1Y | -44.8% | +13.6% | -58.4% | -47.6% |
| All | -66.6% | +292.6% | -359.2% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling