+301.6%
CHTR vs TTMI
+948.3%
-646.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.2% |
| 7D | -7.1% | +6.0% | -13.2% | -7.9% |
| 30D | -10.9% | -6.4% | -4.4% | -10.5% |
| 3M | +2.0% | -28.9% | +30.9% | +4.9% |
| 6M | -35.9% | +26.9% | -62.8% | -40.9% |
| YTD | -32.7% | +77.3% | -110.0% | -42.2% |
| 1Y | -46.6% | +147.5% | -194.1% | -57.3% |
| 3Y | -66.7% | +847.6% | -914.4% | -79.9% |
| 5Y | -82.1% | +802.2% | -884.4% | -89.3% |
| 10Y | -46.8% | +1,076.3% | -1,123.1% | -71.2% |
| All | +301.6% | +948.3% | -646.7% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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