+93.0%
CHRW vs TD
+123.1%
-30.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | +4.1% | -1.9% | +6.0% | +4.8% |
| 30D | +1.9% | -1.6% | +3.5% | +2.4% |
| 3M | -21.2% | +4.6% | -25.8% | -22.9% |
| 6M | -16.7% | +26.8% | -43.5% | -24.5% |
| YTD | -5.4% | +28.3% | -33.7% | -14.5% |
| 1Y | +21.2% | +60.4% | -39.3% | +0.8% |
| 3Y | +86.5% | +125.7% | -39.3% | +34.6% |
| 5Y | +93.0% | +122.4% | -29.3% | +30.4% |
| All | +93.0% | +123.1% | -30.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling