-83.9%
TTD vs CHTR
-66.9%
-17.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.3% | -0.3% |
| 7D | -7.4% | -7.1% | -0.3% | -6.2% |
| 30D | +3.0% | -10.9% | +13.9% | +5.0% |
| 3M | -27.6% | +2.0% | -29.6% | -27.9% |
| 6M | -49.5% | -35.9% | -13.6% | -47.0% |
| YTD | -63.2% | -32.7% | -30.5% | -61.8% |
| 1Y | -69.7% | -46.6% | -23.2% | -67.1% |
| All | -83.9% | -66.9% | -17.0% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling