-31.0%
TOST vs CHTR
-80.8%
+49.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.6% | -11.3% | -4.7% |
| 7D | +3.0% | +17.8% | -14.9% | -3.7% |
| 30D | +10.3% | +29.7% | -19.4% | -0.6% |
| 3M | -3.3% | -12.5% | +9.3% | +0.4% |
| 6M | +37.8% | -13.4% | +51.2% | +42.5% |
| YTD | -2.8% | -35.8% | +33.0% | +8.5% |
| 1Y | -9.6% | -36.3% | +26.7% | +1.2% |
| 3Y | +144.6% | -67.3% | +211.9% | +252.2% |
| 5Y | -31.0% | -80.9% | +49.9% | +53.4% |
| All | -31.0% | -80.8% | +49.8% | +53.4% |
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