+1,503.7%
TXN vs CHTR
+316.5%
+1,187.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.9% |
| 7D | +4.0% | -4.1% | +8.1% | +4.9% |
| 30D | -2.9% | -3.0% | +0.1% | -2.8% |
| 3M | -9.1% | +4.8% | -13.9% | -11.7% |
| 6M | +36.6% | -35.0% | +71.7% | +48.4% |
| YTD | +57.5% | -30.2% | +87.7% | +66.5% |
| 1Y | +49.5% | -44.8% | +94.3% | +69.1% |
| 3Y | +76.5% | -66.6% | +143.1% | +122.8% |
| 5Y | +62.4% | -81.5% | +143.9% | +142.0% |
| 10Y | +429.7% | -44.8% | +474.5% | +449.5% |
| All | +1,503.7% | +316.5% | +1,187.2% | +696.3% |
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