+316.5%
CHTR vs TDY
+1,425.5%
-1,109.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | -3.0% | -12.0% | +9.1% | +1.6% |
| 3M | +4.8% | -3.2% | +8.0% | +5.7% |
| 6M | -35.0% | -7.9% | -27.2% | -33.4% |
| YTD | -30.2% | +18.2% | -48.4% | -35.1% |
| 1Y | -44.8% | +6.7% | -51.4% | -46.7% |
| 3Y | -66.6% | +47.5% | -114.1% | -71.7% |
| 5Y | -81.5% | +39.5% | -121.0% | -84.2% |
| 10Y | -44.8% | +477.2% | -522.0% | -73.9% |
| All | +316.5% | +1,425.5% | -1,109.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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