+177.7%
CHRW vs TCOM
-10.5%
+188.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +4.4% | -6.5% | +10.9% | +4.9% |
| 30D | +5.5% | -16.2% | +21.7% | +7.0% |
| 3M | -17.3% | -19.3% | +2.1% | -16.0% |
| 6M | -12.7% | -27.2% | +14.6% | -10.5% |
| YTD | -4.1% | -46.2% | +42.1% | +0.6% |
| 1Y | +21.2% | -46.6% | +67.9% | +27.2% |
| 3Y | +88.9% | +8.4% | +80.5% | +85.6% |
| 5Y | +93.1% | +25.8% | +67.3% | +83.0% |
| All | +177.7% | -10.5% | +188.2% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling