+86.0%
CHRW vs TXG
+41.0%
+44.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | 0.0% |
| 7D | +4.1% | +9.1% | -5.1% | +3.3% |
| 30D | +1.9% | +14.9% | -13.0% | +0.7% |
| 3M | -21.2% | +120.0% | -141.1% | -26.8% |
| 6M | -16.7% | +221.8% | -238.5% | -25.6% |
| YTD | -5.4% | +312.6% | -317.9% | -17.1% |
| 1Y | +21.2% | +398.4% | -377.3% | +4.2% |
| All | +86.0% | +41.0% | +44.9% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling