+1,343.3%
TMUS vs CHTR
+316.4%
+1,026.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +3.1% | -4.5% | +7.6% | +4.1% |
| 3M | +2.4% | +10.2% | -7.8% | -1.4% |
| 6M | -17.1% | -37.2% | +20.2% | -8.0% |
| YTD | -9.1% | -30.2% | +21.1% | -2.7% |
| 1Y | -23.6% | -44.8% | +21.2% | -12.7% |
| 3Y | +38.8% | -65.5% | +104.3% | +74.4% |
| 5Y | +43.0% | -81.8% | +124.7% | +122.8% |
| 10Y | +309.1% | -45.8% | +354.9% | +301.4% |
| All | +1,343.3% | +316.4% | +1,026.9% | +387.9% |
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