-45.9%
CHTR vs TD
+306.3%
-352.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | -4.1% | -0.5% | -3.5% | -3.8% |
| 30D | -3.0% | -1.9% | -1.1% | -2.2% |
| 3M | +4.8% | +4.8% | 0.0% | +2.3% |
| 6M | -35.0% | +28.0% | -63.0% | -42.0% |
| YTD | -30.2% | +30.3% | -60.5% | -38.2% |
| 1Y | -44.8% | +59.8% | -104.5% | -55.3% |
| 3Y | -66.6% | +124.7% | -191.3% | -76.8% |
| 5Y | -81.5% | +127.0% | -208.4% | -87.3% |
| All | -45.9% | +306.3% | -352.2% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling