+361.1%
TTD vs CHTR
-49.7%
+410.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.1% | +2.3% |
| 7D | -4.6% | -15.8% | +11.2% | +2.1% |
| 30D | +3.7% | -12.7% | +16.3% | +9.0% |
| 3M | -30.2% | -1.1% | -29.1% | -30.4% |
| 6M | -51.4% | -39.9% | -11.5% | -42.8% |
| YTD | -63.4% | -35.9% | -27.6% | -58.6% |
| 1Y | -73.5% | -49.2% | -24.4% | -66.7% |
| 3Y | -83.5% | -68.3% | -15.2% | -75.8% |
| 5Y | -80.9% | -83.0% | +2.0% | -60.9% |
| All | +361.1% | -49.7% | +410.8% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling