+1,040.9%
TEL vs CHTR
+301.6%
+739.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.4% |
| 7D | -2.3% | -7.1% | +4.9% | -0.5% |
| 30D | -6.1% | -10.9% | +4.8% | -3.8% |
| 3M | +1.7% | +2.0% | -0.3% | -0.4% |
| 6M | +1.6% | -35.9% | +37.5% | +11.2% |
| YTD | -9.1% | -32.7% | +23.6% | -2.6% |
| 1Y | -1.7% | -46.6% | +44.9% | +12.6% |
| 3Y | +67.3% | -66.7% | +134.0% | +112.1% |
| 5Y | +52.1% | -82.1% | +134.2% | +132.4% |
| 10Y | +299.3% | -46.8% | +346.1% | +306.9% |
| All | +1,040.9% | +301.6% | +739.3% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling