+326.6%
TMO vs CHTR
-45.3%
+371.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | 0.0% | -5.7% | +5.7% | +1.0% |
| 30D | +4.3% | -7.1% | +11.4% | +5.5% |
| 3M | +30.9% | -1.7% | +32.6% | +30.1% |
| 6M | +32.3% | -34.3% | +66.6% | +40.7% |
| YTD | +6.1% | -31.3% | +37.4% | +11.2% |
| 1Y | +28.4% | -45.6% | +74.0% | +41.8% |
| 3Y | +20.1% | -68.1% | +88.2% | +46.4% |
| 5Y | +10.6% | -81.2% | +91.8% | +53.4% |
| 10Y | +326.6% | -46.2% | +372.9% | +345.5% |
| All | +326.6% | -45.3% | +371.9% | +345.5% |
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