+148.6%
TE vs CHTR
-41.9%
+190.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.4% |
| 7D | -4.0% | -1.1% | -2.9% | -4.1% |
| 30D | -15.9% | -0.8% | -15.1% | -15.8% |
| 3M | -60.5% | +17.8% | -78.3% | -59.6% |
| 6M | -35.2% | -34.5% | -0.7% | -34.4% |
| YTD | -31.1% | -27.2% | -3.9% | -24.0% |
| 1Y | +148.6% | -41.4% | +190.1% | +192.1% |
| All | +148.6% | -41.9% | +190.6% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling