+93.0%
CHRW vs TXG
-63.6%
+156.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -21.2% | +120.0% | -141.1% | -27.1% |
| 6M | -16.7% | +221.8% | -238.5% | -26.0% |
| YTD | -5.4% | +312.6% | -317.9% | -17.8% |
| 1Y | +21.2% | +398.4% | -377.3% | +2.9% |
| 3Y | +86.5% | +42.1% | +44.4% | +70.3% |
| 5Y | +93.0% | -63.5% | +156.5% | +75.0% |
| All | +93.0% | -63.6% | +156.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling