-19.0%
CHRW vs TCOM
-16.7%
-2.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.3% |
| 7D | +4.7% | -1.4% | +6.1% | +4.5% |
| 30D | -2.6% | +11.5% | -14.1% | -0.6% |
| 3M | -8.0% | -5.2% | -2.8% | -9.4% |
| 6M | -19.0% | -16.9% | -2.1% | -18.6% |
| All | -19.0% | -16.7% | -2.3% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling