+93.0%
CHRW vs TNA
-22.1%
+115.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.9% |
| 7D | +4.1% | -3.6% | +7.7% | +4.7% |
| 30D | +1.9% | -10.1% | +11.9% | +3.6% |
| 3M | -21.2% | +2.7% | -23.9% | -21.9% |
| 6M | -16.7% | +38.4% | -55.1% | -22.2% |
| YTD | -5.4% | +45.4% | -50.8% | -12.4% |
| 1Y | +21.2% | +55.9% | -34.8% | +10.0% |
| 3Y | +86.5% | +109.8% | -23.4% | +49.2% |
| 5Y | +93.0% | -22.5% | +115.5% | +61.4% |
| All | +93.0% | -22.1% | +115.2% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling