+129.9%
CHRW vs TD
+300.0%
-170.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | -3.6% | +5.2% | -8.8% | -5.3% |
| 3M | -9.6% | +1.2% | -10.8% | -10.1% |
| 6M | -17.0% | +17.7% | -34.8% | -22.1% |
| YTD | -15.4% | +34.2% | -49.7% | -24.3% |
| 1Y | -10.0% | +55.4% | -65.4% | -23.5% |
| 3Y | +82.2% | +130.4% | -48.2% | +33.4% |
| 5Y | +59.4% | +101.8% | -42.4% | +20.5% |
| All | +129.9% | +300.0% | -170.1% | +39.8% |
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