-82.1%
CHTR vs TT
+143.7%
-225.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.3% |
| 7D | -7.1% | -1.0% | -6.2% | -6.9% |
| 30D | -10.9% | -8.9% | -2.0% | -8.3% |
| 3M | +2.0% | -1.8% | +3.8% | +1.6% |
| 6M | -35.9% | +1.9% | -37.8% | -37.4% |
| YTD | -32.7% | +13.8% | -46.5% | -37.2% |
| 1Y | -46.6% | +6.1% | -52.7% | -48.9% |
| 3Y | -66.7% | +119.6% | -186.3% | -77.8% |
| 5Y | -82.1% | +145.9% | -228.0% | -89.6% |
| All | -82.1% | +143.7% | -225.8% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling