+127.0%
CHRW vs TXT
+115.3%
+11.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | +0.2% | -3.5% | +3.7% | +1.3% |
| 30D | -9.4% | +15.2% | -24.5% | -13.1% |
| 3M | -13.3% | -4.5% | -8.8% | -12.3% |
| 6M | -24.2% | -6.1% | -18.0% | -23.3% |
| YTD | -18.9% | -2.0% | -16.9% | -19.2% |
| 1Y | -12.4% | +4.2% | -16.6% | -14.3% |
| 3Y | +72.2% | +14.4% | +57.8% | +61.6% |
| 5Y | +53.4% | +12.3% | +41.1% | +42.4% |
| 10Y | +127.0% | +101.8% | +25.1% | +81.5% |
| All | +127.0% | +115.3% | +11.6% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling