+93.1%
CHRW vs TKO
+303.5%
-210.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.4% |
| 6M | -12.7% | -7.0% | -5.6% | -12.1% |
| YTD | -4.1% | -8.5% | +4.4% | -3.1% |
| 1Y | +21.2% | -1.3% | +22.5% | +21.0% |
| 3Y | +88.9% | +105.0% | -16.1% | +68.2% |
| 5Y | +93.1% | +292.9% | -199.8% | +42.3% |
| All | +93.1% | +303.5% | -210.4% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling