-41.4%
CHTR vs TXT
-1.0%
-40.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | -4.8% | +3.7% | +0.2% |
| 30D | -0.8% | -10.6% | +9.8% | +2.1% |
| 3M | +17.8% | -13.2% | +31.0% | +20.9% |
| 6M | -34.5% | -20.3% | -14.1% | -30.0% |
| YTD | -27.2% | -9.3% | -17.9% | -27.1% |
| 1Y | -41.4% | -2.7% | -38.7% | -41.7% |
| All | -41.4% | -1.0% | -40.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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