+82.6%
CHRW vs TXG
+7.8%
+74.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +7.3% | -1.8% | +9.1% | +7.4% |
| 30D | -3.6% | -20.4% | +16.8% | -2.3% |
| 3M | -9.6% | +0.1% | -9.7% | -10.4% |
| 6M | -17.0% | +176.2% | -193.2% | -24.6% |
| YTD | -15.4% | +256.8% | -272.2% | -25.0% |
| 1Y | -10.0% | +255.9% | -265.9% | -20.3% |
| 3Y | +82.2% | +60.2% | +21.9% | +65.0% |
| 5Y | +59.4% | -65.1% | +124.4% | +50.4% |
| All | +82.6% | +7.8% | +74.8% | +63.2% |
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