+86.0%
CHRW vs TD
+128.4%
-42.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +1.9% | +0.9% | +1.1% | +1.7% |
| 30D | +0.9% | -0.7% | +1.6% | +1.1% |
| 3M | -19.9% | +6.3% | -26.1% | -21.8% |
| 6M | -15.8% | +27.9% | -43.7% | -23.3% |
| YTD | -5.6% | +29.8% | -35.4% | -14.3% |
| 1Y | +21.0% | +63.7% | -42.6% | +2.7% |
| 3Y | +86.0% | +128.3% | -42.3% | +41.9% |
| All | +86.0% | +128.4% | -42.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling