-8.6%
TEL vs CHTR
-46.1%
+37.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | 0.0% |
| 7D | -0.5% | +14.1% | -14.6% | -0.9% |
| 30D | +0.6% | +11.6% | -11.0% | +0.2% |
| 3M | +2.0% | -21.4% | +23.4% | +3.1% |
| 6M | +8.1% | -27.3% | +35.4% | +10.3% |
| YTD | -2.2% | -42.4% | +40.2% | +2.4% |
| 1Y | -8.6% | -45.6% | +37.0% | -3.0% |
| All | -8.6% | -46.1% | +37.5% | -3.0% |
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