-66.6%
CHTR vs TD
+127.3%
-193.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.1% |
| 3M | +4.8% | +4.8% | 0.0% | +1.6% |
| 6M | -35.0% | +28.0% | -63.0% | -43.6% |
| YTD | -30.2% | +30.3% | -60.5% | -40.1% |
| 1Y | -44.8% | +59.8% | -104.5% | -57.6% |
| 3Y | -66.6% | +124.7% | -191.3% | -79.1% |
| All | -66.6% | +127.3% | -193.9% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling