+178.3%
CHRW vs TKO
+989.7%
-811.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +3.5% | +2.3% | +1.2% | +3.1% |
| 30D | +4.6% | -2.5% | +7.1% | +4.9% |
| 3M | -19.7% | -10.6% | -9.1% | -18.5% |
| 6M | -12.4% | -5.1% | -7.4% | -12.1% |
| YTD | -3.9% | -8.2% | +4.3% | -3.0% |
| 1Y | +18.4% | -4.4% | +22.8% | +18.6% |
| 3Y | +88.8% | +100.4% | -11.5% | +65.4% |
| 5Y | +93.5% | +294.3% | -200.8% | +48.4% |
| All | +178.3% | +989.7% | -811.3% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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