-46.4%
TOST vs CHTR
-82.4%
+36.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.7% |
| 7D | -4.7% | +5.4% | -10.1% | -6.9% |
| 30D | +8.5% | +24.0% | -15.5% | -0.5% |
| 3M | -1.6% | -11.7% | +10.1% | +1.8% |
| 6M | +44.1% | -10.3% | +54.4% | +46.9% |
| YTD | -5.6% | -36.5% | +30.8% | +5.8% |
| 1Y | -12.6% | -37.7% | +25.2% | -1.2% |
| 3Y | +137.6% | -67.6% | +205.2% | +243.2% |
| 5Y | -30.4% | -80.8% | +50.4% | +47.7% |
| All | -46.4% | -82.4% | +36.0% | +19.0% |
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