+88.4%
CHRW vs TDY
+45.1%
+43.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +4.4% | -1.9% | +6.2% | +5.0% |
| 30D | +5.5% | -12.5% | +18.0% | +9.9% |
| 3M | -17.3% | -0.8% | -16.4% | -17.4% |
| 6M | -12.7% | -9.0% | -3.7% | -10.5% |
| YTD | -4.1% | +16.8% | -20.9% | -8.7% |
| 1Y | +21.2% | +9.5% | +11.8% | +17.5% |
| All | +88.4% | +45.1% | +43.3% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling