+334.3%
CHTR vs TPR
+420.4%
-86.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.6% |
| 30D | -0.8% | -23.0% | +22.2% | +3.9% |
| 3M | +17.8% | -12.5% | +30.2% | +20.3% |
| 6M | -34.5% | -21.4% | -13.1% | -32.1% |
| YTD | -27.2% | -3.5% | -23.7% | -27.6% |
| 1Y | -41.4% | +17.4% | -58.8% | -44.2% |
| 3Y | -64.0% | +291.3% | -355.3% | -73.6% |
| 5Y | -81.3% | +241.9% | -323.2% | -86.2% |
| 10Y | -44.1% | +322.7% | -366.7% | -64.4% |
| All | +334.3% | +420.4% | -86.1% | +161.6% |
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