+88.8%
CHRW vs TPG
+81.8%
+7.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +3.5% | -9.4% | +12.9% | +5.0% |
| 30D | +4.6% | -5.3% | +9.9% | +5.3% |
| 3M | -19.7% | +12.9% | -32.6% | -21.5% |
| 6M | -12.4% | +20.1% | -32.5% | -15.6% |
| YTD | -3.9% | -22.5% | +18.6% | -0.8% |
| 1Y | +18.4% | -19.7% | +38.1% | +21.4% |
| 3Y | +88.8% | +81.2% | +7.6% | +64.2% |
| All | +88.8% | +81.8% | +7.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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