-7.7%
TSLA vs CHTR
-41.6%
+33.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.1% | +8.0% | +0.1% |
| 7D | +3.0% | -15.8% | +18.8% | +3.6% |
| 30D | +11.2% | -12.7% | +23.8% | +11.4% |
| 3M | -7.3% | -1.1% | -6.2% | -7.3% |
| 6M | -7.7% | -39.9% | +32.2% | -9.1% |
| All | -7.7% | -41.6% | +33.9% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling