+4,266.9%
CHRW vs TD
+4,097.8%
+169.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -3.5% | +0.4% | -3.9% | -3.7% |
| 3M | -19.4% | +7.6% | -27.0% | -22.0% |
| 6M | -21.4% | +25.0% | -46.4% | -28.4% |
| YTD | -7.1% | +31.0% | -38.1% | -16.9% |
| 1Y | +17.8% | +65.2% | -47.4% | -3.8% |
| 3Y | +78.8% | +122.5% | -43.7% | +28.3% |
| 5Y | +83.5% | +124.8% | -41.3% | +29.7% |
| 10Y | +160.2% | +298.2% | -138.0% | +41.1% |
| All | +4,266.9% | +4,097.8% | +169.1% | +781.3% |
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