+177.7%
CHRW vs TNA
+84.1%
+93.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.8% |
| 7D | +4.4% | -7.6% | +11.9% | +5.7% |
| 30D | +5.5% | -13.6% | +19.1% | +8.0% |
| 3M | -17.3% | +2.8% | -20.1% | -18.0% |
| 6M | -12.7% | +34.5% | -47.2% | -17.9% |
| YTD | -4.1% | +41.0% | -45.2% | -10.7% |
| 1Y | +21.2% | +52.0% | -30.8% | +10.7% |
| 3Y | +88.9% | +103.5% | -14.6% | +53.6% |
| 5Y | +93.1% | -22.5% | +115.6% | +71.1% |
| All | +177.7% | +84.1% | +93.6% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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