+93.7%
TFC vs CHTR
-66.9%
+160.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.6% |
| 7D | -2.5% | -7.1% | +4.7% | -1.2% |
| 30D | -2.8% | -10.9% | +8.0% | -1.1% |
| 3M | +2.1% | +2.0% | +0.1% | +1.0% |
| 6M | +10.1% | -35.9% | +46.0% | +17.4% |
| YTD | +5.4% | -32.7% | +38.1% | +10.7% |
| 1Y | +16.3% | -46.6% | +62.9% | +28.7% |
| All | +93.7% | -66.9% | +160.6% | +143.4% |
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