+17.3%
CHRW vs TXT
-1.0%
+18.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | -3.9% | -10.6% | +6.7% | -1.6% |
| 3M | -19.7% | -13.2% | -6.6% | -17.5% |
| 6M | -21.7% | -20.3% | -1.4% | -18.1% |
| YTD | -7.5% | -9.3% | +1.7% | -6.3% |
| 1Y | +17.3% | -2.7% | +20.0% | +18.3% |
| All | +17.3% | -1.0% | +18.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling