+3,877.1%
CHRW vs TD
+4,201.0%
-323.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.3% | +1.1% | +6.2% | +6.8% |
| 30D | -3.6% | +5.2% | -8.8% | -5.5% |
| 3M | -9.6% | +1.2% | -10.8% | -10.2% |
| 6M | -17.0% | +17.7% | -34.8% | -22.6% |
| YTD | -15.4% | +34.2% | -49.7% | -25.1% |
| 1Y | -10.0% | +55.4% | -65.4% | -24.8% |
| 3Y | +82.2% | +130.4% | -48.2% | +29.0% |
| 5Y | +59.4% | +101.8% | -42.4% | +17.5% |
| 10Y | +129.7% | +301.9% | -172.1% | +24.1% |
| All | +3,877.1% | +4,201.0% | -323.9% | +694.4% |
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 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