-45.6%
CHTR vs TXG
+406.9%
-452.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +5.8% |
| 7D | +14.1% | -19.3% | +33.4% | +13.5% |
| 30D | +11.6% | -30.9% | +42.5% | +11.2% |
| 3M | -21.4% | +41.1% | -62.5% | -21.9% |
| 6M | -27.3% | +211.9% | -239.1% | -31.2% |
| YTD | -42.4% | +314.0% | -356.4% | -46.8% |
| 1Y | -45.6% | +405.4% | -451.0% | -50.5% |
| All | -45.6% | +406.9% | -452.5% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling