-21.2%
TMUS vs CHTR
-46.1%
+24.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.0% |
| 7D | +7.5% | +14.1% | -6.6% | +5.0% |
| 30D | -3.3% | +11.6% | -14.9% | -5.1% |
| 3M | -9.7% | -21.4% | +11.8% | -7.2% |
| 6M | -17.2% | -27.3% | +10.1% | -14.4% |
| YTD | -20.3% | -42.4% | +22.1% | -18.5% |
| 1Y | -21.2% | -45.6% | +24.4% | -18.7% |
| All | -21.2% | -46.1% | +24.8% | -18.7% |
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