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I'd like to use the biblatex-chicago package in a tufte-handout document.

Footnotes in tufte-handout documents normally look like this:

Normal tufte-handout footnote

(unindented, with the footnote number in superscript)

When I use the biblatex-chicago package, I get:

tufte-handout footnote with biblatex-chicago

(indented, with the footnote number on the baseline followed by a period)

This is the case with footnotes generated using both \footnote{} and \autocite{}.

How can I use biblatex-chicago while retaining the original formatting?

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By default biblatex-chicago modifies the setup of the behaviour to come closer to CMS requirements. If you don't want that you can load biblatex-chicago with the footmarkoff option.

The documentation of biblatex-chicago has some more details (p. 60)

footmarkoff Although the Manual (14.19) recommends specific formatting for footnote (and endnote) marks, i.e., superscript in the text and in-line in foot- or endnotes, Charles Schaum has brought it to my attention that not all publishers follow this practice, even when requiring Chicago style. I have retained this formatting as the default setup, but if you include the footmarkoff option, biblatex-chicago-notes will not alter LaTeX’s (or the endnote package’s) defaults in any way, leaving you free to follow the specifications of your publisher. I have placed all of this code in biblatex-chicago.sty, so if you load the package with a call to biblatex instead, then once again footnote marks will revert to the LaTeX default, but of course you also lose a fair amount of other formatting, as well. See section 4.5.1, below.

\documentclass[british,nobib]{tufte-handout}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{babel}
\usepackage{csquotes}

\usepackage[backend=biber, footmarkoff]{biblatex-chicago}

\addbibresource{biblatex-examples.bib}

\begin{document}
Lorem \autocite{sigfridsson}
\printbibliography
\end{document}

Unmodified footnote setup.

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