-53.1%
TE vs CHTR
-71.3%
+18.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | 0.0% |
| 7D | +0.2% | -4.1% | +4.3% | +0.8% |
| 30D | -5.9% | -3.0% | -3.0% | -5.9% |
| 3M | -45.6% | +4.8% | -50.3% | -46.9% |
| 6M | -43.4% | -35.0% | -8.3% | -39.0% |
| YTD | -31.0% | -30.2% | -0.8% | -27.8% |
| 1Y | +145.2% | -44.8% | +190.0% | +174.4% |
| 3Y | -24.1% | -66.6% | +42.5% | -3.9% |
| 5Y | -48.1% | -81.5% | +33.3% | -35.3% |
| All | -53.1% | -71.3% | +18.2% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling