+4.1%
TEL vs CHTR
-33.5%
+37.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.5% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | -0.7% | -3.0% | +2.3% | -0.7% |
| 3M | +2.4% | +4.8% | -2.3% | +2.2% |
| 6M | +4.1% | -35.0% | +39.2% | +7.3% |
| All | +4.1% | -33.5% | +37.7% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling