+19.7%
TMO vs CHTR
-43.3%
+63.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.2% |
| 7D | -4.5% | +15.5% | -20.0% | -4.9% |
| 30D | +3.1% | +15.9% | -12.7% | +2.7% |
| 3M | +17.2% | -17.8% | +35.1% | +18.2% |
| 6M | +45.3% | -20.5% | +65.7% | +46.4% |
| YTD | +17.1% | -39.7% | +56.9% | +19.5% |
| 1Y | +19.7% | -44.1% | +63.8% | +24.6% |
| All | +19.7% | -43.3% | +63.0% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling