+77.2%
TGT vs CHTR
-44.4%
+121.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -5.2% | -4.1% | -1.1% | -4.8% |
| 30D | +1.2% | -3.0% | +4.2% | +1.4% |
| 3M | +18.4% | +4.8% | +13.6% | +17.2% |
| 6M | +33.4% | -35.0% | +68.5% | +37.8% |
| YTD | +63.8% | -30.2% | +94.0% | +65.5% |
| 1Y | +77.2% | -44.8% | +121.9% | +85.9% |
| All | +77.2% | -44.4% | +121.5% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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