+177.7%
CHRW vs TD
+303.5%
-125.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +4.4% | -2.6% | +6.9% | +5.3% |
| 30D | +5.5% | -1.0% | +6.5% | +5.8% |
| 3M | -17.3% | +5.6% | -22.9% | -19.2% |
| 6M | -12.7% | +27.1% | -39.8% | -20.3% |
| YTD | -4.1% | +29.4% | -33.5% | -13.0% |
| 1Y | +21.2% | +60.7% | -39.5% | +1.9% |
| 3Y | +88.9% | +127.6% | -38.7% | +38.8% |
| 5Y | +93.1% | +125.4% | -32.3% | +40.5% |
| All | +177.7% | +303.5% | -125.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling