+961.1%
CHRW vs TCOM
+2,902.5%
-1,941.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | +6.5% | -9.9% | -4.2% |
| 30D | -9.4% | +13.3% | -22.7% | -10.8% |
| 3M | -12.6% | -6.5% | -6.2% | -12.0% |
| 6M | -24.2% | -16.3% | -7.8% | -22.8% |
| YTD | -18.9% | -38.7% | +19.8% | -14.2% |
| 1Y | -13.7% | -40.1% | +26.4% | -8.5% |
| 3Y | +72.6% | +30.6% | +42.0% | +62.0% |
| 5Y | +55.6% | +45.8% | +9.8% | +37.4% |
| 10Y | +122.7% | +8.1% | +114.7% | +94.1% |
| All | +961.1% | +2,902.5% | -1,941.4% | +472.0% |
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