-66.6%
CHTR vs TXG
+43.8%
-110.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.5% |
| 7D | -4.1% | +9.5% | -13.6% | -4.7% |
| 30D | -3.0% | +18.8% | -21.7% | -4.3% |
| 3M | +4.8% | +136.1% | -131.3% | -2.9% |
| 6M | -35.0% | +235.2% | -270.3% | -42.3% |
| YTD | -30.2% | +320.5% | -350.7% | -39.6% |
| 1Y | -44.8% | +425.2% | -470.0% | -53.6% |
| 3Y | -66.6% | +42.9% | -109.5% | -69.2% |
| All | -66.6% | +43.8% | -110.3% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling