+21.0%
CHRW vs TLN
-16.8%
+37.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +1.9% | +10.9% | -9.0% | +1.5% |
| 30D | +0.9% | -6.3% | +7.2% | +1.2% |
| 3M | -19.9% | -10.7% | -9.2% | -19.2% |
| 6M | -15.8% | +1.6% | -17.4% | -16.2% |
| YTD | -5.6% | -13.1% | +7.5% | -5.5% |
| 1Y | +21.0% | -15.1% | +36.1% | +20.6% |
| All | +21.0% | -16.8% | +37.8% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling