-67.4%
CHTR vs TPR
+404.6%
-471.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.6% |
| 7D | +5.4% | -1.1% | +6.6% | +5.7% |
| 30D | +24.0% | +15.1% | +8.9% | +20.5% |
| 3M | -11.7% | -13.4% | +1.7% | -10.1% |
| 6M | -10.3% | +1.4% | -11.7% | -11.5% |
| YTD | -36.5% | +4.8% | -41.2% | -38.3% |
| 1Y | -37.7% | +29.2% | -66.9% | -42.4% |
| All | -67.4% | +404.6% | -471.9% | -81.9% |
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