-10.0%
CHRW vs TMF
-30.5%
+20.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +7.3% | -9.3% | +16.6% | +8.5% |
| 30D | -3.6% | +1.9% | -5.5% | -3.7% |
| 3M | -9.6% | -11.2% | +1.6% | -9.3% |
| 6M | -17.0% | -17.7% | +0.7% | -17.0% |
| YTD | -15.4% | -24.5% | +9.0% | -15.4% |
| 1Y | -10.0% | -29.4% | +19.4% | -7.7% |
| All | -10.0% | -30.5% | +20.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling