+3,141.7%
TXN vs CHRW
+3,789.5%
-647.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +12.3% | +4.7% | +7.6% | +10.5% |
| 30D | +9.1% | -2.6% | +11.7% | +9.9% |
| 3M | +13.5% | -8.0% | +21.5% | +16.0% |
| 6M | +6.9% | -19.0% | +25.9% | +12.8% |
| YTD | +84.0% | -15.5% | +99.5% | +88.2% |
| 1Y | +95.8% | -10.8% | +106.6% | +96.1% |
| 3Y | +130.3% | +79.8% | +50.5% | +67.8% |
| 5Y | +89.2% | +59.3% | +29.9% | +41.5% |
| 10Y | +486.5% | +129.6% | +356.9% | +269.4% |
| All | +3,141.7% | +3,789.5% | -647.8% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling