-79.9%
TTD vs CHTR
-81.7%
+1.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.4% |
| 7D | -0.6% | -4.1% | +3.5% | +0.6% |
| 30D | +6.3% | -3.0% | +9.3% | +6.9% |
| 3M | -24.1% | +4.8% | -28.9% | -25.6% |
| 6M | -47.4% | -35.0% | -12.4% | -41.8% |
| YTD | -62.2% | -30.2% | -32.1% | -59.5% |
| 1Y | -68.3% | -44.8% | -23.5% | -62.9% |
| 3Y | -83.4% | -66.6% | -16.9% | -77.0% |
| All | -79.9% | -81.7% | +1.8% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling