-44.8%
CHTR vs TT
+6.6%
-51.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.7% |
| 7D | -4.1% | -1.2% | -2.9% | -4.1% |
| 30D | -3.0% | -7.3% | +4.3% | -2.7% |
| 3M | +4.8% | -3.6% | +8.4% | +3.9% |
| 6M | -35.0% | +2.8% | -37.8% | -36.6% |
| YTD | -30.2% | +14.5% | -44.7% | -34.5% |
| 1Y | -44.8% | +7.4% | -52.2% | -47.4% |
| All | -44.8% | +6.6% | -51.4% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling