+88.4%
CHRW vs TKO
+102.0%
-13.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +4.4% | +0.1% | +4.2% | +4.3% |
| 30D | +5.5% | -2.6% | +8.1% | +5.8% |
| 3M | -17.3% | -7.8% | -9.5% | -16.6% |
| 6M | -12.7% | -7.0% | -5.6% | -12.1% |
| YTD | -4.1% | -8.5% | +4.4% | -3.2% |
| 1Y | +21.2% | -1.3% | +22.5% | +21.3% |
| All | +88.4% | +102.0% | -13.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling