+2,664.3%
TSLA vs CHTR
-44.7%
+2,709.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.8% |
| 7D | +3.2% | -4.1% | +7.3% | +4.4% |
| 30D | +11.6% | -3.0% | +14.5% | +11.8% |
| 3M | -8.4% | +4.8% | -13.2% | -11.6% |
| 6M | -10.4% | -35.0% | +24.6% | 0.0% |
| YTD | -18.7% | -30.2% | +11.4% | -12.7% |
| 1Y | -0.9% | -44.8% | +43.9% | +17.0% |
| 3Y | +33.6% | -66.6% | +100.1% | +86.8% |
| 5Y | +48.9% | -81.5% | +130.4% | +166.7% |
| All | +2,664.3% | -44.7% | +2,709.0% | +3,191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling