-57.8%
CHTR vs TW
+206.7%
-264.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | -4.1% | -4.5% | +0.4% | -2.9% |
| 30D | -3.0% | -2.3% | -0.7% | -2.5% |
| 3M | +4.8% | +2.6% | +2.2% | +3.7% |
| 6M | -35.0% | -17.5% | -17.5% | -32.0% |
| YTD | -30.2% | -5.3% | -24.9% | -29.9% |
| 1Y | -44.8% | -14.8% | -30.0% | -43.0% |
| 3Y | -66.6% | +18.8% | -85.4% | -69.1% |
| 5Y | -81.5% | +20.7% | -102.2% | -83.4% |
| All | -57.8% | +206.7% | -264.5% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling