-45.6%
CHTR vs TW
+20.8%
-66.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.6% |
| 7D | +14.1% | +6.0% | +8.1% | +13.4% |
| 30D | +11.6% | +18.6% | -7.0% | +9.5% |
| 3M | -21.4% | +26.5% | -48.0% | -23.5% |
| 6M | -27.3% | +13.1% | -40.4% | -28.1% |
| YTD | -42.4% | +18.5% | -60.9% | -43.4% |
| 1Y | -45.6% | +21.7% | -67.3% | -46.8% |
| All | -45.6% | +20.8% | -66.3% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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