-13.3%
TSLA vs CHTR
-46.1%
+32.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.4% |
| 7D | -4.7% | +14.1% | -18.8% | -4.8% |
| 30D | +1.7% | +11.6% | -9.9% | +1.6% |
| 3M | +17.7% | -21.4% | +39.1% | +18.9% |
| 6M | -1.9% | -27.3% | +25.4% | -0.8% |
| YTD | -14.3% | -42.4% | +28.0% | -14.5% |
| 1Y | -13.3% | -45.6% | +32.3% | -13.2% |
| All | -13.3% | -46.1% | +32.8% | -13.2% |
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