+282.8%
CHRW vs TMF
-69.1%
+352.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | +0.7% | +2.7% | -2.0% | +1.0% |
| 30D | -5.0% | +19.3% | -24.3% | -3.4% |
| 3M | -16.1% | -3.7% | -12.4% | -16.4% |
| 6M | -22.6% | -11.3% | -11.3% | -23.4% |
| YTD | -19.3% | -16.6% | -2.7% | -20.5% |
| 1Y | -14.9% | -21.1% | +6.2% | -16.7% |
| 3Y | +68.0% | -26.8% | +94.9% | +66.0% |
| 5Y | +53.2% | -88.0% | +141.2% | +24.7% |
| 10Y | +134.8% | -84.7% | +219.5% | +111.0% |
| All | +282.8% | -69.1% | +352.0% | +315.1% |
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