+21.2%
CHRW vs TNA
+50.2%
-29.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.9% |
| 7D | +4.4% | -7.6% | +11.9% | +5.8% |
| 30D | +5.5% | -13.6% | +19.1% | +8.2% |
| 3M | -17.3% | +2.8% | -20.1% | -18.2% |
| 6M | -12.7% | +34.5% | -47.2% | -19.9% |
| YTD | -4.1% | +41.0% | -45.2% | -11.6% |
| 1Y | +21.2% | +52.0% | -30.8% | +10.0% |
| All | +21.2% | +50.2% | -29.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling