-20.7%
TOST vs CHTR
-49.0%
+28.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.1% | +5.6% | -0.4% |
| 7D | -4.7% | -15.8% | +11.1% | -0.4% |
| 30D | -9.1% | -12.7% | +3.6% | -6.1% |
| 3M | +29.8% | -1.1% | +30.9% | +29.3% |
| 6M | +10.0% | -39.9% | +49.9% | +16.0% |
| YTD | -8.6% | -35.9% | +27.2% | -5.7% |
| 1Y | -20.7% | -49.2% | +28.5% | -12.2% |
| All | -20.7% | -49.0% | +28.3% | -12.2% |
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