+48.3%
TLT vs CHTR
+316.4%
-268.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | -0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -4.5% | +4.2% | -0.4% |
| 3M | -1.7% | +10.2% | -12.0% | -1.2% |
| 6M | -4.9% | -37.2% | +32.3% | -6.4% |
| YTD | -2.8% | -30.2% | +27.4% | -3.8% |
| 1Y | -4.2% | -44.8% | +40.6% | -6.2% |
| 3Y | -1.1% | -65.5% | +64.4% | -4.9% |
| 5Y | -33.7% | -81.8% | +48.1% | -39.9% |
| 10Y | -20.7% | -45.8% | +25.1% | -16.4% |
| All | +48.3% | +316.4% | -268.1% | +134.2% |
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