+71.9%
TXN vs CHRW
+85.4%
-13.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +2.7% | +4.1% | -1.4% | +2.0% |
| 30D | -6.7% | +1.9% | -8.6% | -7.0% |
| 3M | -8.9% | -21.2% | +12.3% | -5.8% |
| 6M | +34.7% | -16.7% | +51.4% | +37.5% |
| YTD | +53.3% | -5.4% | +58.7% | +52.6% |
| 1Y | +45.0% | +21.2% | +23.9% | +38.1% |
| All | +71.9% | +85.4% | -13.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling