-10.2%
TQQQ vs CHTR
-43.3%
+33.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +4.7% | -23.6% | -18.1% |
| 7D | -27.1% | +15.5% | -42.6% | -25.3% |
| 30D | -40.1% | +15.9% | -56.0% | -38.4% |
| 3M | -30.6% | -17.8% | -12.8% | -30.9% |
| 6M | -24.8% | -20.5% | -4.3% | -24.6% |
| YTD | -3.7% | -39.7% | +36.0% | -5.9% |
| 1Y | -10.2% | -44.1% | +33.9% | -11.6% |
| All | -10.2% | -43.3% | +33.1% | -11.6% |
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