+22,994.0%
TSLA vs CHTR
+279.3%
+22,714.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.1% | +8.0% | +2.8% |
| 7D | +3.0% | -15.8% | +18.8% | +9.1% |
| 30D | +11.2% | -12.7% | +23.8% | +15.7% |
| 3M | -7.3% | -1.1% | -6.2% | -8.6% |
| 6M | -7.7% | -39.9% | +32.2% | +5.9% |
| YTD | -18.2% | -35.9% | +17.6% | -9.3% |
| 1Y | +6.0% | -49.2% | +55.2% | +28.5% |
| 3Y | +48.0% | -68.3% | +116.3% | +108.1% |
| 5Y | +46.2% | -83.0% | +129.1% | +158.3% |
| 10Y | +2,737.0% | -49.3% | +2,786.3% | +3,132.6% |
| All | +22,994.0% | +279.3% | +22,714.7% | +10,123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling