+86.0%
CHRW vs TCOM
+13.4%
+72.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +1.9% | -7.6% | +9.6% | +2.7% |
| 30D | +0.9% | -12.2% | +13.2% | +2.2% |
| 3M | -19.9% | -14.2% | -5.7% | -18.8% |
| 6M | -15.8% | -25.0% | +9.2% | -13.3% |
| YTD | -5.6% | -43.7% | +38.1% | 0.0% |
| 1Y | +21.0% | -44.5% | +65.6% | +28.2% |
| 3Y | +86.0% | +13.4% | +72.6% | +95.4% |
| All | +86.0% | +13.4% | +72.6% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling