+59.3%
CHRW vs TXG
-64.9%
+124.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +0.9% |
| 7D | +4.7% | +1.8% | +2.9% | +4.5% |
| 30D | -2.6% | -17.7% | +15.1% | -1.5% |
| 3M | -8.0% | +2.3% | -10.3% | -9.1% |
| 6M | -19.0% | +182.5% | -201.5% | -27.7% |
| YTD | -15.5% | +262.4% | -277.8% | -26.5% |
| 1Y | -10.8% | +254.1% | -264.9% | -22.4% |
| 3Y | +79.8% | +66.6% | +13.2% | +60.2% |
| 5Y | +59.3% | -64.5% | +123.8% | +41.5% |
| All | +59.3% | -64.9% | +124.2% | +41.5% |
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