-9.6%
TOST vs CHTR
-35.7%
+26.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -3.6% | +13.4% | -16.9% | -6.7% |
| 30D | +8.9% | +33.0% | -24.1% | +1.3% |
| 3M | -2.2% | -13.6% | +11.3% | +0.5% |
| 6M | +41.0% | -7.8% | +48.7% | +41.3% |
| YTD | -4.0% | -34.7% | +30.7% | -2.8% |
| 1Y | -9.6% | -34.8% | +25.3% | -8.6% |
| All | -9.6% | -35.7% | +26.1% | -8.6% |
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