+178.3%
CHRW vs TDY
+479.2%
-300.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +3.5% | -1.1% | +4.6% | +3.8% |
| 30D | +4.6% | -12.0% | +16.6% | +8.5% |
| 3M | -19.7% | -3.2% | -16.5% | -19.2% |
| 6M | -12.4% | -7.9% | -4.5% | -10.7% |
| YTD | -3.9% | +18.2% | -22.1% | -8.9% |
| 1Y | +18.4% | +6.7% | +11.7% | +15.5% |
| 3Y | +88.8% | +47.5% | +41.3% | +66.4% |
| 5Y | +93.5% | +39.5% | +54.0% | +71.2% |
| All | +178.3% | +479.2% | -300.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling