-46.7%
TOST vs CHTR
-80.6%
+33.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.3% |
| 7D | -0.9% | -0.3% | -0.6% | -1.0% |
| 30D | -3.5% | -4.5% | +1.0% | -2.1% |
| 3M | +38.1% | +10.2% | +27.9% | +31.5% |
| 6M | +9.9% | -37.2% | +47.2% | +26.4% |
| YTD | -6.3% | -30.2% | +23.9% | +2.4% |
| 1Y | -18.3% | -44.8% | +26.5% | -1.3% |
| 3Y | +59.7% | -65.5% | +125.2% | +128.7% |
| All | -46.7% | -80.6% | +33.9% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling