+316.4%
CHTR vs TXT
+333.1%
-16.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -4.5% | -11.1% | +6.6% | -1.4% |
| 3M | +10.2% | -13.0% | +23.2% | +14.0% |
| 6M | -37.2% | -16.2% | -21.0% | -34.4% |
| YTD | -30.2% | -8.7% | -21.5% | -28.9% |
| 1Y | -44.8% | -3.8% | -41.0% | -44.6% |
| 3Y | -65.5% | +5.5% | -71.0% | -66.5% |
| 5Y | -81.8% | +12.3% | -94.1% | -82.8% |
| 10Y | -45.8% | +97.4% | -143.2% | -58.6% |
| All | +316.4% | +333.1% | -16.7% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling