+86.0%
CHRW vs TNA
+105.9%
-20.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.9% |
| 7D | +4.1% | -3.6% | +7.7% | +4.6% |
| 30D | +1.9% | -10.1% | +11.9% | +3.5% |
| 3M | -21.2% | +2.7% | -23.9% | -21.8% |
| 6M | -16.7% | +38.4% | -55.1% | -21.9% |
| YTD | -5.4% | +45.4% | -50.8% | -11.9% |
| 1Y | +21.2% | +55.9% | -34.8% | +10.8% |
| All | +86.0% | +105.9% | -20.0% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling