+307.9%
CHTR vs TRGP
+2,232.9%
-1,925.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -3.0% | +8.0% | -11.0% | -4.2% |
| 3M | +4.8% | +8.3% | -3.5% | +3.3% |
| 6M | -35.0% | +23.9% | -58.9% | -37.4% |
| YTD | -30.2% | +59.6% | -89.8% | -35.2% |
| 1Y | -44.8% | +79.4% | -124.2% | -49.8% |
| 3Y | -66.6% | +269.4% | -336.0% | -72.8% |
| 5Y | -81.5% | +641.6% | -723.1% | -86.5% |
| 10Y | -44.8% | +845.2% | -890.1% | -65.2% |
| All | +307.9% | +2,232.9% | -1,925.0% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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