+57.5%
CHRW vs TKO
+276.1%
-218.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +7.3% | +2.3% | +5.0% | +6.9% |
| 30D | -3.6% | +13.4% | -16.9% | -5.4% |
| 3M | -9.6% | -1.7% | -7.8% | -9.5% |
| 6M | -17.0% | +7.2% | -24.2% | -18.4% |
| YTD | -15.4% | -5.4% | -10.1% | -15.0% |
| 1Y | -10.0% | +8.7% | -18.7% | -11.5% |
| 3Y | +82.2% | +150.4% | -68.3% | +57.6% |
| All | +57.5% | +276.1% | -218.7% | +20.3% |
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