+56.4%
TXN vs CHRW
+94.0%
-37.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +2.0% | +4.4% | -2.4% | +1.0% |
| 30D | -8.0% | +5.5% | -13.5% | -9.2% |
| 3M | -7.8% | -17.3% | +9.5% | -4.3% |
| 6M | +32.4% | -12.7% | +45.1% | +35.0% |
| YTD | +51.7% | -4.1% | +55.8% | +49.9% |
| 1Y | +44.3% | +21.2% | +23.1% | +33.2% |
| 3Y | +71.3% | +88.9% | -17.6% | +35.1% |
| 5Y | +56.4% | +93.1% | -36.7% | +19.8% |
| All | +56.4% | +94.0% | -37.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling