+376.4%
TTD vs CHTR
-45.2%
+421.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.1% |
| 7D | -0.6% | -4.1% | +3.5% | +0.9% |
| 30D | +6.3% | -3.0% | +9.3% | +7.1% |
| 3M | -24.1% | +4.8% | -28.9% | -26.2% |
| 6M | -47.4% | -35.0% | -12.4% | -40.1% |
| YTD | -62.2% | -30.2% | -32.1% | -58.7% |
| 1Y | -68.3% | -44.8% | -23.5% | -61.5% |
| 3Y | -83.4% | -66.6% | -16.9% | -76.1% |
| 5Y | -80.3% | -81.5% | +1.2% | -61.0% |
| All | +376.4% | -45.2% | +421.6% | +501.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling