+41.6%
TXN vs CHRW
+16.7%
+24.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.1% | -1.8% | +1.8% | +0.2% |
| 30D | -6.9% | -3.9% | -3.1% | -6.5% |
| 3M | -14.9% | -19.7% | +4.8% | -12.8% |
| 6M | +29.0% | -21.7% | +50.7% | +32.0% |
| YTD | +51.5% | -7.5% | +59.0% | +51.7% |
| 1Y | +41.6% | +17.3% | +24.2% | +40.9% |
| All | +41.6% | +16.7% | +24.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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