+82.2%
CHRW vs TKO
+154.2%
-72.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +7.3% | +2.3% | +5.0% | +7.0% |
| 30D | -3.6% | +13.4% | -16.9% | -5.1% |
| 3M | -9.6% | -1.7% | -7.8% | -9.5% |
| 6M | -17.0% | +7.2% | -24.2% | -18.2% |
| YTD | -15.4% | -5.4% | -10.1% | -15.0% |
| 1Y | -10.0% | +8.7% | -18.7% | -10.9% |
| 3Y | +82.2% | +150.4% | -68.3% | +79.9% |
| All | +82.2% | +154.2% | -72.1% | +79.9% |
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