+127.0%
CHRW vs TMF
-83.0%
+210.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +0.2% | +0.6% | -0.4% | +0.3% |
| 30D | -9.4% | +16.3% | -25.7% | -8.5% |
| 3M | -13.3% | -2.7% | -10.6% | -13.4% |
| 6M | -24.2% | -13.2% | -11.0% | -24.8% |
| YTD | -18.9% | -16.7% | -2.2% | -19.7% |
| 1Y | -12.4% | -22.7% | +10.4% | -13.7% |
| 3Y | +72.2% | -26.1% | +98.3% | +71.0% |
| 5Y | +53.4% | -88.4% | +141.8% | +26.9% |
| 10Y | +127.0% | -81.8% | +208.8% | +112.7% |
| All | +127.0% | -83.0% | +210.0% | +112.7% |
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