-82.1%
CHTR vs TXT
+10.7%
-92.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.8% | +5.3% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -10.9% | -10.2% | -0.6% | -7.0% |
| 3M | +2.0% | -13.3% | +15.3% | +7.1% |
| 6M | -35.9% | -14.4% | -21.6% | -32.3% |
| YTD | -32.7% | -9.1% | -23.6% | -31.0% |
| 1Y | -46.6% | -2.2% | -44.4% | -47.0% |
| 3Y | -66.7% | +5.1% | -71.8% | -68.7% |
| 5Y | -82.1% | +12.8% | -95.0% | -84.5% |
| All | -82.1% | +10.7% | -92.9% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling