+301.6%
CHTR vs TD
+611.0%
-309.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.1% | +4.6% |
| 7D | -7.1% | -2.6% | -4.6% | -6.0% |
| 30D | -10.9% | -1.0% | -9.8% | -10.5% |
| 3M | +2.0% | +5.6% | -3.6% | -0.8% |
| 6M | -35.9% | +27.1% | -63.0% | -42.6% |
| YTD | -32.7% | +29.4% | -62.1% | -40.2% |
| 1Y | -46.6% | +60.7% | -107.2% | -56.9% |
| 3Y | -66.7% | +127.6% | -194.3% | -77.1% |
| 5Y | -82.1% | +125.4% | -207.5% | -87.7% |
| 10Y | -46.8% | +300.4% | -347.2% | -72.6% |
| All | +301.6% | +611.0% | -309.4% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling