-45.6%
CHTR vs TD
+61.0%
-106.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.5% |
| 7D | +14.1% | +1.4% | +12.7% | +13.4% |
| 30D | +11.6% | +10.2% | +1.3% | +7.2% |
| 3M | -21.4% | +8.1% | -29.6% | -24.3% |
| 6M | -27.3% | +22.3% | -49.6% | -35.6% |
| YTD | -42.4% | +39.0% | -81.4% | -52.5% |
| 1Y | -45.6% | +62.6% | -108.2% | -62.9% |
| All | -45.6% | +61.0% | -106.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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