+340.5%
CHRW vs TMF
-68.9%
+409.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | -3.5% | -2.8% | -0.6% | -3.7% |
| 3M | -19.4% | -10.9% | -8.5% | -20.2% |
| 6M | -21.4% | -21.3% | -0.1% | -23.1% |
| YTD | -7.1% | -15.9% | +8.7% | -8.5% |
| 1Y | +17.8% | -15.7% | +33.6% | +16.3% |
| 3Y | +78.8% | -43.4% | +122.1% | +72.2% |
| 5Y | +83.5% | -87.8% | +171.3% | +50.2% |
| 10Y | +160.2% | -86.7% | +247.0% | +129.5% |
| All | +340.5% | -68.9% | +409.4% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling