+279.0%
CHTR vs TPR
+465.1%
-186.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.6% |
| 7D | +5.4% | -1.1% | +6.6% | +5.6% |
| 30D | +24.0% | +15.1% | +8.9% | +20.7% |
| 3M | -11.7% | -13.4% | +1.7% | -9.6% |
| 6M | -10.3% | +1.4% | -11.7% | -11.0% |
| YTD | -36.5% | +4.8% | -41.2% | -37.8% |
| 1Y | -37.7% | +29.2% | -66.9% | -41.6% |
| 3Y | -67.6% | +403.7% | -471.3% | -77.3% |
| 5Y | -80.8% | +230.8% | -311.6% | -85.7% |
| 10Y | -51.3% | +369.2% | -420.5% | -69.6% |
| All | +279.0% | +465.1% | -186.1% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling