+129.9%
CHRW vs TNA
+33.3%
+96.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +7.3% | +3.7% | +3.6% | +6.6% |
| 30D | -3.6% | +4.4% | -8.0% | -4.5% |
| 3M | -9.6% | -26.7% | +17.1% | -5.3% |
| 6M | -17.0% | -12.8% | -4.2% | -16.1% |
| YTD | -15.4% | +22.7% | -38.1% | -19.7% |
| 1Y | -10.0% | +35.7% | -45.7% | -16.1% |
| 3Y | +82.2% | +134.6% | -52.4% | +44.4% |
| 5Y | +59.4% | -46.0% | +105.3% | +49.9% |
| All | +129.9% | +33.3% | +96.6% | +63.5% |
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