-20.7%
TLT vs CHTR
-44.7%
+24.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | -1.1% | -3.0% | +1.8% | -1.1% |
| 3M | -4.9% | +4.8% | -9.6% | -4.9% |
| 6M | -5.0% | -35.0% | +30.0% | -4.9% |
| YTD | -4.4% | -30.2% | +25.8% | -4.3% |
| 1Y | -6.4% | -44.8% | +38.4% | -6.2% |
| 3Y | -2.0% | -66.6% | +64.6% | -2.0% |
| 5Y | -35.0% | -81.5% | +46.5% | -36.8% |
| All | -20.7% | -44.7% | +24.0% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling