+1,114.5%
CHRW vs TCOM
+2,694.8%
-1,580.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.4% | -9.5% | +8.1% | -0.2% |
| 30D | -3.5% | -10.7% | +7.3% | -2.1% |
| 3M | -19.4% | -14.6% | -4.8% | -18.1% |
| 6M | -21.4% | -19.3% | -2.0% | -19.5% |
| YTD | -7.1% | -42.9% | +35.8% | -0.8% |
| 1Y | +17.8% | -43.8% | +61.6% | +26.0% |
| 3Y | +78.8% | +2.1% | +76.7% | +73.2% |
| 5Y | +83.5% | +31.2% | +52.3% | +64.2% |
| 10Y | +160.2% | -13.9% | +174.2% | +134.4% |
| All | +1,114.5% | +2,694.8% | -1,580.2% | +561.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling