-45.9%
CHTR vs TT
+961.2%
-1,007.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | -3.0% | -7.3% | +4.3% | -0.6% |
| 3M | +4.8% | -3.6% | +8.4% | +5.2% |
| 6M | -35.0% | +2.8% | -37.8% | -36.6% |
| YTD | -30.2% | +14.5% | -44.7% | -34.7% |
| 1Y | -44.8% | +7.4% | -52.2% | -47.2% |
| 3Y | -66.6% | +116.2% | -182.8% | -76.2% |
| 5Y | -81.5% | +147.4% | -228.8% | -87.8% |
| All | -45.9% | +961.2% | -1,007.1% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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