-66.9%
CHTR vs TXG
+22.9%
-89.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.3% | +5.1% |
| 7D | -7.1% | +5.0% | -12.1% | -7.7% |
| 30D | -10.9% | +13.5% | -24.4% | -12.3% |
| 3M | +2.0% | +128.0% | -126.0% | -8.2% |
| 6M | -35.9% | +224.4% | -260.4% | -45.3% |
| YTD | -32.7% | +307.0% | -339.7% | -44.3% |
| 1Y | -46.6% | +427.2% | -473.8% | -57.7% |
| 3Y | -66.7% | +40.2% | -106.9% | -70.2% |
| 5Y | -82.1% | -64.0% | -18.1% | -82.7% |
| All | -66.9% | +22.9% | -89.9% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling