+21.2%
CHRW vs TCOM
-46.8%
+68.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +4.4% | -6.5% | +10.9% | +4.8% |
| 30D | +5.5% | -16.2% | +21.7% | +6.7% |
| 3M | -17.3% | -19.3% | +2.1% | -15.7% |
| 6M | -12.7% | -27.2% | +14.6% | -9.1% |
| YTD | -4.1% | -46.2% | +42.1% | +2.1% |
| 1Y | +21.2% | -46.6% | +67.9% | +28.9% |
| All | +21.2% | -46.8% | +68.1% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling