+100.5%
CHRW vs TXG
+16.0%
+84.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -3.5% | +32.0% | -35.5% | -5.7% |
| 3M | -19.4% | +87.0% | -106.4% | -23.8% |
| 6M | -21.4% | +180.1% | -201.4% | -28.4% |
| YTD | -7.1% | +284.1% | -291.3% | -17.5% |
| 1Y | +17.8% | +361.7% | -343.9% | +2.7% |
| 3Y | +78.8% | +15.9% | +62.9% | +66.9% |
| 5Y | +83.5% | -66.2% | +149.7% | +74.2% |
| All | +100.5% | +16.0% | +84.5% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling