+2,746.0%
CHRW vs TDY
+7,071.3%
-4,325.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +0.9% | -12.5% | +13.4% | +4.4% |
| 3M | -19.9% | -1.2% | -18.7% | -19.8% |
| 6M | -15.8% | -6.6% | -9.2% | -14.6% |
| YTD | -5.6% | +18.5% | -24.1% | -9.9% |
| 1Y | +21.0% | +10.8% | +10.3% | +17.4% |
| 3Y | +86.0% | +47.5% | +38.5% | +66.6% |
| 5Y | +88.6% | +35.8% | +52.8% | +71.0% |
| 10Y | +169.3% | +459.0% | -289.7% | +65.6% |
| All | +2,746.0% | +7,071.3% | -4,325.3% | +1,213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling