+128.5%
CHRW vs TMF
-81.8%
+210.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.1% | -3.4% | +3.3% | -0.3% |
| 30D | -4.3% | +11.5% | -15.8% | -3.7% |
| 3M | -7.4% | -4.5% | -2.9% | -7.7% |
| 6M | -20.7% | -15.0% | -5.7% | -21.5% |
| YTD | -15.9% | -19.9% | +4.0% | -16.9% |
| 1Y | -9.9% | -26.6% | +16.7% | -11.5% |
| 3Y | +79.0% | -29.8% | +108.8% | +77.1% |
| 5Y | +61.3% | -88.2% | +149.5% | +34.4% |
| 10Y | +128.5% | -81.4% | +209.9% | +113.9% |
| All | +128.5% | -81.8% | +210.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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