+334.3%
CHTR vs TT
+2,476.1%
-2,141.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -0.8% | -7.2% | +6.4% | +1.6% |
| 3M | +17.8% | -3.0% | +20.7% | +18.0% |
| 6M | -34.5% | +1.4% | -35.8% | -35.7% |
| YTD | -27.2% | +15.9% | -43.1% | -32.0% |
| 1Y | -41.4% | +9.4% | -50.9% | -44.3% |
| 3Y | -64.0% | +124.4% | -188.4% | -74.2% |
| 5Y | -81.3% | +138.0% | -219.3% | -87.0% |
| 10Y | -44.1% | +886.4% | -930.5% | -77.0% |
| All | +334.3% | +2,476.1% | -2,141.8% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling