+99.7%
TXN vs CHRW
-10.6%
+110.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +1.0% | +4.9% | -3.9% | +0.4% |
| 30D | +6.1% | -4.8% | +11.0% | +6.6% |
| 3M | +10.4% | -13.1% | +23.5% | +12.1% |
| 6M | +12.6% | -16.3% | +28.9% | +14.1% |
| YTD | +83.5% | -15.8% | +99.3% | +75.7% |
| 1Y | +99.7% | -11.1% | +110.9% | +86.3% |
| All | +99.7% | -10.6% | +110.3% | +86.3% |
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