+72.6%
TEL vs CHTR
-65.7%
+138.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.2% |
| 7D | +1.6% | -4.1% | +5.7% | +2.0% |
| 30D | -0.7% | -3.0% | +2.3% | -0.6% |
| 3M | +2.4% | +4.8% | -2.3% | +1.3% |
| 6M | +4.1% | -35.0% | +39.2% | +9.1% |
| YTD | -5.8% | -30.2% | +24.3% | -2.6% |
| 1Y | +0.9% | -44.8% | +45.6% | +8.1% |
| 3Y | +72.6% | -66.6% | +139.2% | +104.2% |
| All | +72.6% | -65.7% | +138.3% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling