+410.1%
TGT vs CHTR
+301.6%
+108.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.1% |
| 7D | -5.0% | -7.1% | +2.1% | -3.7% |
| 30D | +3.0% | -10.9% | +13.9% | +5.0% |
| 3M | +22.6% | +2.0% | +20.6% | +21.1% |
| 6M | +31.2% | -35.9% | +67.1% | +40.1% |
| YTD | +63.7% | -32.7% | +96.4% | +72.3% |
| 1Y | +78.5% | -46.6% | +125.0% | +96.9% |
| 3Y | +40.5% | -66.7% | +107.3% | +66.1% |
| 5Y | -25.6% | -82.1% | +56.6% | -2.0% |
| 10Y | +204.7% | -46.8% | +251.5% | +223.0% |
| All | +410.1% | +301.6% | +108.5% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling