+245.9%
TFC vs CHTR
+282.5%
-36.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +1.6% |
| 7D | -1.3% | -15.8% | +14.5% | +3.7% |
| 30D | -2.3% | -12.7% | +10.3% | +1.1% |
| 3M | +2.5% | -1.1% | +3.6% | +1.5% |
| 6M | +9.5% | -39.9% | +49.4% | +23.4% |
| YTD | +5.1% | -35.9% | +40.9% | +15.3% |
| 1Y | +15.5% | -49.2% | +64.6% | +36.2% |
| 3Y | +95.2% | -68.3% | +163.5% | +157.6% |
| 5Y | +14.5% | -83.0% | +97.4% | +81.6% |
| 10Y | +97.2% | -49.3% | +146.5% | +107.6% |
| All | +245.9% | +282.5% | -36.6% | +68.0% |
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 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