+3,715.3%
CHRW vs TD
+4,204.8%
-489.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -9.4% | +7.6% | -17.0% | -12.0% |
| 3M | -12.6% | +3.0% | -15.7% | -13.8% |
| 6M | -24.2% | +16.8% | -41.0% | -29.1% |
| YTD | -18.9% | +34.3% | -53.2% | -28.2% |
| 1Y | -13.7% | +56.0% | -69.7% | -28.0% |
| 3Y | +72.6% | +132.4% | -59.8% | +21.8% |
| 5Y | +55.6% | +103.7% | -48.1% | +14.3% |
| 10Y | +122.7% | +299.2% | -176.4% | +20.7% |
| All | +3,715.3% | +4,204.8% | -489.6% | +661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling