-45.9%
CHTR vs TXT
+107.7%
-153.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | -4.1% | +2.5% | -6.6% | -4.8% |
| 30D | -3.0% | -8.9% | +5.9% | -0.3% |
| 3M | +4.8% | -13.6% | +18.3% | +8.8% |
| 6M | -35.0% | -13.1% | -21.9% | -32.6% |
| YTD | -30.2% | -7.0% | -23.2% | -29.2% |
| 1Y | -44.8% | -1.4% | -43.4% | -45.0% |
| 3Y | -66.6% | +7.0% | -73.5% | -67.7% |
| 5Y | -81.5% | +15.4% | -96.9% | -82.7% |
| All | -45.9% | +107.7% | -153.6% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling