+2,568.1%
TXN vs CHRW
+4,173.0%
-1,604.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -6.9% | -3.5% | -3.5% | -5.9% |
| 3M | -14.9% | -19.4% | +4.5% | -9.1% |
| 6M | +29.0% | -21.4% | +50.4% | +38.1% |
| YTD | +51.5% | -7.1% | +58.6% | +50.9% |
| 1Y | +41.6% | +17.8% | +23.7% | +27.4% |
| 3Y | +65.8% | +78.8% | -13.0% | +22.3% |
| 5Y | +56.8% | +83.5% | -26.7% | +12.0% |
| 10Y | +387.5% | +160.2% | +227.2% | +195.2% |
| All | +2,568.1% | +4,173.0% | -1,604.9% | +387.5% |
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 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