+1,253.8%
TMO vs CHTR
+316.5%
+937.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.3% |
| 7D | -0.6% | -4.1% | +3.4% | +0.1% |
| 30D | +1.1% | -3.0% | +4.1% | +1.4% |
| 3M | +28.3% | +4.8% | +23.6% | +25.5% |
| 6M | +23.3% | -35.0% | +58.3% | +32.5% |
| YTD | +5.5% | -30.2% | +35.6% | +10.8% |
| 1Y | +24.5% | -44.8% | +69.3% | +38.4% |
| 3Y | +19.6% | -66.6% | +86.1% | +45.9% |
| 5Y | +8.1% | -81.5% | +89.6% | +52.7% |
| 10Y | +336.7% | -44.8% | +381.5% | +332.9% |
| All | +1,253.8% | +316.5% | +937.3% | +591.3% |
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