+65.5%
CHRW vs TLN
+602.5%
-537.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.6% |
| 7D | +1.9% | +10.9% | -9.0% | +1.7% |
| 30D | +0.9% | -6.3% | +7.2% | +1.1% |
| 3M | -19.9% | -10.7% | -9.2% | -19.6% |
| 6M | -15.8% | +1.6% | -17.4% | -15.9% |
| YTD | -5.6% | -13.1% | +7.5% | -5.5% |
| 1Y | +21.0% | -15.1% | +36.1% | +21.1% |
| 3Y | +86.0% | +495.0% | -409.0% | +97.2% |
| All | +65.5% | +602.5% | -537.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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