-83.0%
CHTR vs TPR
+225.0%
-307.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -7.4% |
| 7D | -15.8% | -7.3% | -8.5% | -14.2% |
| 30D | -12.7% | -30.7% | +18.1% | -5.4% |
| 3M | -1.1% | -21.6% | +20.5% | +4.0% |
| 6M | -39.9% | -21.3% | -18.6% | -37.3% |
| YTD | -35.9% | -10.2% | -25.7% | -35.5% |
| 1Y | -49.2% | +9.5% | -58.7% | -51.6% |
| 3Y | -68.3% | +280.8% | -349.1% | -79.3% |
| 5Y | -83.0% | +218.7% | -301.7% | -89.1% |
| All | -83.0% | +225.0% | -307.9% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling